Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 280,000 | 280,000 | 114,119 | 114,119 | 180,046 CHF | 181,190 CHF | 99.89% | 99.89% |
19/11/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 280,000 | 280,000 | 110,686 | 110,686 | 170,208 CHF | 171,317 CHF | 99.95% | 99.95% |
18/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 280,000 | 280,000 | 107,072 | 107,072 | 165,211 CHF | 166,283 CHF | 99.89% | 99.89% |
15/11/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 280,000 | 280,000 | 111,179 | 111,179 | 170,336 CHF | 171,451 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 270,000 | 270,000 | 109,039 | 109,039 | 161,517 CHF | 162,609 CHF | 99.76% | 99.76% |
13/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 280,000 | 280,000 | 113,500 | 113,500 | 177,498 CHF | 178,635 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 1.58 CHF | 1.59 CHF | 280,000 | 280,000 | 111,411 | 111,411 | 171,245 CHF | 172,361 CHF | 99.95% | 99.95% |
11/11/2024 | 0.72% | 1.48 CHF | 1.49 CHF | 270,000 | 270,000 | 102,896 | 102,896 | 145,887 CHF | 146,918 CHF | 99.36% | 99.36% |
08/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 141,983 CHF | 143,016 CHF | 99.53% | 99.53% |
07/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 260,000 | 260,000 | 108,133 | 108,133 | 154,762 CHF | 155,846 CHF | 99.86% | 99.86% |