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 | 0.78% | 1.31 CHF | 1.32 CHF | 280,000 | 280,000 | 114,117 | 114,117 | 149,303 CHF | 150,446 CHF | 99.89% | 99.89% |
19/11/2024 | 0.81% | 1.30 CHF | 1.31 CHF | 280,000 | 280,000 | 110,690 | 110,690 | 140,583 CHF | 141,692 CHF | 99.95% | 99.95% |
18/11/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 280,000 | 280,000 | 107,067 | 107,067 | 136,351 CHF | 137,424 CHF | 99.89% | 99.89% |
15/11/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 280,000 | 280,000 | 111,183 | 111,183 | 140,317 CHF | 141,432 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 132,076 CHF | 133,168 CHF | 99.76% | 99.76% |
13/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 280,000 | 280,000 | 113,498 | 113,498 | 146,996 CHF | 148,133 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 1.32 CHF | 1.33 CHF | 280,000 | 280,000 | 111,409 | 111,409 | 141,353 CHF | 142,469 CHF | 99.95% | 99.95% |
11/11/2024 | 0.89% | 1.21 CHF | 1.22 CHF | 270,000 | 270,000 | 102,891 | 102,891 | 118,430 CHF | 119,460 CHF | 99.36% | 99.36% |
08/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 260,000 | 260,000 | 103,097 | 103,097 | 114,709 CHF | 115,742 CHF | 99.53% | 99.53% |
07/11/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 260,000 | 260,000 | 108,122 | 108,122 | 125,912 CHF | 126,995 CHF | 99.86% | 99.86% |