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 | 0.69% | 1.49 CHF | 1.50 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 169,746 CHF | 170,889 CHF | 99.89% | 99.89% |
19/11/2024 | 0.71% | 1.48 CHF | 1.49 CHF | 280,000 | 280,000 | 110,694 | 110,694 | 160,251 CHF | 161,360 CHF | 99.95% | 99.95% |
18/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 280,000 | 280,000 | 107,073 | 107,073 | 155,522 CHF | 156,594 CHF | 99.89% | 99.89% |
15/11/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 160,237 CHF | 161,352 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 151,656 CHF | 152,748 CHF | 99.76% | 99.76% |
13/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 167,277 CHF | 168,415 CHF | 100.00% | 100.00% |
12/11/2024 | 0.71% | 1.49 CHF | 1.50 CHF | 280,000 | 280,000 | 111,411 | 111,411 | 161,230 CHF | 162,346 CHF | 99.95% | 99.95% |
11/11/2024 | 0.77% | 1.39 CHF | 1.40 CHF | 270,000 | 270,000 | 102,895 | 102,895 | 136,663 CHF | 137,694 CHF | 99.36% | 99.36% |
08/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 132,790 CHF | 133,823 CHF | 99.53% | 99.53% |
07/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 260,000 | 260,000 | 108,133 | 108,133 | 145,119 CHF | 146,202 CHF | 99.86% | 99.86% |