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 | 1.47% | 0.68 CHF | 0.69 CHF | 390,000 | 390,000 | 387,912 | 387,912 | 261,134 CHF | 265,013 CHF | 100.00% | 100.00% |
19/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 390,000 | 390,000 | 389,599 | 389,599 | 264,465 CHF | 268,361 CHF | 100.00% | 100.00% |
18/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 390,000 | 390,000 | 387,077 | 387,077 | 261,691 CHF | 265,562 CHF | 100.00% | 100.00% |
15/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 395,000 | 395,000 | 389,143 | 389,143 | 268,065 CHF | 271,957 CHF | 100.00% | 100.00% |
14/11/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 390,000 | 390,000 | 397,160 | 397,160 | 282,308 CHF | 286,280 CHF | 99.33% | 99.33% |
13/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 405,000 | 405,000 | 401,053 | 401,053 | 289,720 CHF | 293,730 CHF | 100.00% | 100.00% |
12/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 395,000 | 395,000 | 389,692 | 389,692 | 267,387 CHF | 271,284 CHF | 99.98% | 99.98% |
11/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 390,000 | 390,000 | 391,395 | 391,395 | 272,300 CHF | 276,213 CHF | 99.93% | 99.93% |
08/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 395,000 | 395,000 | 392,756 | 392,756 | 277,243 CHF | 281,170 CHF | 99.40% | 99.40% |
07/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 380,000 | 380,000 | 379,242 | 379,242 | 252,149 CHF | 255,942 CHF | 100.00% | 100.00% |