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 | 1.28% | 0.82 CHF | 0.83 CHF | 182,000 | 182,000 | 80,637 | 80,637 | 64,224 CHF | 65,032 CHF | 99.90% | 99.90% |
19/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 67,077 CHF | 67,897 CHF | 100.00% | 100.00% |
18/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 182,000 | 182,000 | 81,455 | 81,455 | 66,989 CHF | 67,805 CHF | 99.90% | 99.90% |
15/11/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 182,000 | 182,000 | 80,589 | 80,589 | 65,246 CHF | 66,054 CHF | 99.90% | 99.90% |
14/11/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 180,000 | 180,000 | 80,146 | 80,146 | 62,442 CHF | 63,245 CHF | 100.00% | 100.00% |
13/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 180,000 | 180,000 | 80,289 | 80,289 | 61,524 CHF | 62,328 CHF | 100.00% | 100.00% |
12/11/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 178,000 | 178,000 | 79,879 | 79,879 | 59,751 CHF | 60,551 CHF | 99.85% | 99.85% |
11/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 178,000 | 178,000 | 79,817 | 79,817 | 58,335 CHF | 59,135 CHF | 99.59% | 99.59% |
08/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 178,000 | 178,000 | 80,206 | 80,206 | 58,089 CHF | 58,892 CHF | 99.24% | 99.24% |
07/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 57,989 CHF | 58,792 CHF | 99.89% | 99.89% |