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 | 1.71% | 0.59 CHF | 0.60 CHF | 230,000 | 230,000 | 221,017 | 221,017 | 128,377 CHF | 130,587 CHF | 99.47% | 99.47% |
19/11/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 230,000 | 230,000 | 227,601 | 227,601 | 135,316 CHF | 137,592 CHF | 99.78% | 99.78% |
18/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 220,000 | 220,000 | 219,092 | 219,092 | 126,148 CHF | 128,339 CHF | 99.89% | 99.89% |
15/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 127,132 CHF | 129,323 CHF | 100.00% | 100.00% |
14/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 220,000 | 220,000 | 223,224 | 223,224 | 132,997 CHF | 135,229 CHF | 98.67% | 98.67% |
13/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 230,000 | 230,000 | 221,159 | 221,159 | 129,841 CHF | 132,053 CHF | 100.00% | 100.00% |
12/11/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 230,000 | 230,000 | 220,835 | 220,835 | 129,946 CHF | 132,154 CHF | 99.88% | 99.88% |
11/11/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 120,675 CHF | 122,866 CHF | 100.00% | 100.00% |
08/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 220,000 | 220,000 | 219,083 | 219,083 | 125,386 CHF | 127,577 CHF | 99.04% | 99.04% |
07/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 121,531 CHF | 123,721 CHF | 100.00% | 100.00% |