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 | 0.58% | 1.76 CHF | 1.77 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 200,445 CHF | 201,589 CHF | 99.89% | 99.89% |
19/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 280,000 | 280,000 | 110,695 | 110,695 | 189,933 CHF | 191,042 CHF | 99.95% | 99.95% |
18/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 280,000 | 280,000 | 107,065 | 107,065 | 184,358 CHF | 185,431 CHF | 99.89% | 99.89% |
15/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 280,000 | 280,000 | 111,177 | 111,177 | 190,263 CHF | 191,379 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 181,096 CHF | 182,188 CHF | 99.76% | 99.76% |
13/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 197,754 CHF | 198,891 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 280,000 | 280,000 | 111,416 | 111,416 | 191,093 CHF | 192,209 CHF | 99.95% | 99.95% |
11/11/2024 | 0.64% | 1.66 CHF | 1.67 CHF | 270,000 | 270,000 | 102,891 | 102,891 | 164,144 CHF | 165,175 CHF | 99.36% | 99.36% |
08/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 160,274 CHF | 161,307 CHF | 99.53% | 99.53% |
07/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 260,000 | 260,000 | 108,122 | 108,122 | 173,842 CHF | 174,925 CHF | 99.86% | 99.86% |