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 | 1.17% | 0.89 CHF | 0.90 CHF | 182,000 | 182,000 | 80,638 | 80,638 | 70,439 CHF | 71,247 CHF | 99.90% | 99.90% |
19/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 184,000 | 184,000 | 81,844 | 81,844 | 73,378 CHF | 74,197 CHF | 100.00% | 100.00% |
18/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 182,000 | 182,000 | 81,455 | 81,455 | 73,343 CHF | 74,159 CHF | 99.90% | 99.90% |
15/11/2024 | 1.15% | 0.91 CHF | 0.92 CHF | 182,000 | 182,000 | 80,589 | 80,589 | 71,567 CHF | 72,374 CHF | 99.90% | 99.90% |
14/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 180,000 | 180,000 | 80,147 | 80,147 | 68,781 CHF | 69,584 CHF | 100.00% | 100.00% |
13/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 180,000 | 180,000 | 80,286 | 80,286 | 67,840 CHF | 68,644 CHF | 100.00% | 100.00% |
12/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 178,000 | 178,000 | 79,878 | 79,878 | 66,031 CHF | 66,831 CHF | 99.85% | 99.85% |
11/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 178,000 | 178,000 | 79,817 | 79,817 | 64,603 CHF | 65,403 CHF | 99.60% | 99.60% |
08/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 178,000 | 178,000 | 80,224 | 80,224 | 64,261 CHF | 65,065 CHF | 99.24% | 99.24% |
07/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 180,000 | 180,000 | 80,087 | 80,087 | 64,148 CHF | 64,950 CHF | 99.89% | 99.89% |