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 | 0.73% | 1.40 CHF | 1.41 CHF | 280,000 | 280,000 | 114,115 | 114,115 | 159,578 CHF | 160,722 CHF | 99.89% | 99.89% |
19/11/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 280,000 | 280,000 | 110,685 | 110,685 | 150,541 CHF | 151,650 CHF | 99.95% | 99.95% |
18/11/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 280,000 | 280,000 | 107,067 | 107,067 | 146,037 CHF | 147,109 CHF | 99.89% | 99.89% |
15/11/2024 | 0.76% | 1.38 CHF | 1.39 CHF | 280,000 | 280,000 | 111,179 | 111,179 | 150,402 CHF | 151,518 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 141,942 CHF | 143,034 CHF | 99.76% | 99.76% |
13/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 280,000 | 280,000 | 113,500 | 113,500 | 157,229 CHF | 158,366 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 1.41 CHF | 1.42 CHF | 280,000 | 280,000 | 111,401 | 111,401 | 151,362 CHF | 152,478 CHF | 99.95% | 99.95% |
11/11/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 270,000 | 270,000 | 102,893 | 102,893 | 127,655 CHF | 128,686 CHF | 99.36% | 99.36% |
08/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 123,854 CHF | 124,887 CHF | 99.53% | 99.53% |
07/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 260,000 | 260,000 | 108,129 | 108,129 | 135,568 CHF | 136,651 CHF | 99.86% | 99.86% |