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 | 1.46% | 0.72 CHF | 0.73 CHF | 182,000 | 182,000 | 80,639 | 80,639 | 56,410 CHF | 57,218 CHF | 99.90% | 99.90% |
19/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 184,000 | 184,000 | 81,846 | 81,846 | 59,118 CHF | 59,938 CHF | 100.00% | 100.00% |
18/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 182,000 | 182,000 | 81,457 | 81,457 | 59,235 CHF | 60,051 CHF | 99.90% | 99.90% |
15/11/2024 | 1.44% | 0.74 CHF | 0.75 CHF | 182,000 | 182,000 | 80,590 | 80,590 | 57,538 CHF | 58,345 CHF | 99.90% | 99.90% |
14/11/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 180,000 | 180,000 | 80,150 | 80,150 | 54,951 CHF | 55,754 CHF | 100.00% | 100.00% |
13/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 180,000 | 180,000 | 80,283 | 80,283 | 53,918 CHF | 54,722 CHF | 100.00% | 100.00% |
12/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 178,000 | 178,000 | 79,877 | 79,877 | 52,191 CHF | 52,991 CHF | 99.87% | 99.87% |
11/11/2024 | 1.60% | 0.65 CHF | 0.66 CHF | 178,000 | 178,000 | 79,822 | 79,822 | 50,897 CHF | 51,697 CHF | 99.59% | 99.59% |
08/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 178,000 | 178,000 | 80,233 | 80,233 | 50,498 CHF | 51,302 CHF | 99.22% | 99.22% |
07/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 50,426 CHF | 51,229 CHF | 99.89% | 99.89% |