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 | 0.55% | 1.85 CHF | 1.86 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 210,757 CHF | 211,901 CHF | 99.89% | 99.89% |
19/11/2024 | 0.57% | 1.83 CHF | 1.84 CHF | 280,000 | 280,000 | 110,693 | 110,693 | 199,892 CHF | 201,001 CHF | 99.95% | 99.95% |
18/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 280,000 | 280,000 | 107,072 | 107,072 | 194,063 CHF | 195,136 CHF | 99.89% | 99.89% |
15/11/2024 | 0.57% | 1.83 CHF | 1.84 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 200,367 CHF | 201,482 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 270,000 | 270,000 | 109,039 | 109,039 | 190,963 CHF | 192,055 CHF | 99.76% | 99.76% |
13/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 207,881 CHF | 209,018 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 1.85 CHF | 1.86 CHF | 280,000 | 280,000 | 111,402 | 111,402 | 200,963 CHF | 202,079 CHF | 99.95% | 99.95% |
11/11/2024 | 0.61% | 1.75 CHF | 1.76 CHF | 270,000 | 270,000 | 102,894 | 102,894 | 173,315 CHF | 174,346 CHF | 99.35% | 99.35% |
08/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 169,342 CHF | 170,375 CHF | 99.53% | 99.53% |
07/11/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 260,000 | 260,000 | 108,130 | 108,130 | 183,352 CHF | 184,436 CHF | 99.86% | 99.86% |