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 | 1.15% | 0.91 CHF | 0.92 CHF | 182,000 | 182,000 | 80,642 | 80,642 | 71,467 CHF | 72,275 CHF | 99.90% | 99.90% |
19/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 74,410 CHF | 75,230 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 182,000 | 182,000 | 81,460 | 81,460 | 74,330 CHF | 75,146 CHF | 99.90% | 99.90% |
15/11/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 182,000 | 182,000 | 80,592 | 80,592 | 72,561 CHF | 73,368 CHF | 99.90% | 99.90% |
14/11/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 180,000 | 180,000 | 80,150 | 80,150 | 69,697 CHF | 70,500 CHF | 100.00% | 100.00% |
13/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 180,000 | 180,000 | 80,284 | 80,284 | 68,756 CHF | 69,560 CHF | 100.00% | 100.00% |
12/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 178,000 | 178,000 | 79,879 | 79,879 | 66,933 CHF | 67,733 CHF | 99.85% | 99.85% |
11/11/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 178,000 | 178,000 | 79,824 | 79,824 | 65,506 CHF | 66,305 CHF | 99.55% | 99.55% |
08/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 178,000 | 178,000 | 80,149 | 80,149 | 65,125 CHF | 65,928 CHF | 99.46% | 99.46% |
07/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 65,080 CHF | 65,883 CHF | 99.90% | 99.90% |