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 | 1.48% | 0.68 CHF | 0.69 CHF | 230,000 | 230,000 | 221,011 | 221,011 | 148,465 CHF | 150,675 CHF | 98.82% | 98.82% |
19/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 230,000 | 230,000 | 227,560 | 227,560 | 156,071 CHF | 158,347 CHF | 98.12% | 98.12% |
18/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 220,000 | 220,000 | 219,085 | 219,085 | 146,191 CHF | 148,382 CHF | 99.12% | 99.12% |
15/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 220,000 | 220,000 | 219,075 | 219,075 | 147,222 CHF | 149,413 CHF | 98.03% | 98.03% |
14/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 220,000 | 220,000 | 223,223 | 223,223 | 153,528 CHF | 155,760 CHF | 97.22% | 97.22% |
13/11/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 230,000 | 230,000 | 221,172 | 221,172 | 150,145 CHF | 152,357 CHF | 98.13% | 98.13% |
12/11/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 230,000 | 230,000 | 220,824 | 220,824 | 150,225 CHF | 152,433 CHF | 99.11% | 99.11% |
11/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 220,000 | 220,000 | 219,090 | 219,090 | 140,755 CHF | 142,946 CHF | 99.69% | 99.69% |
08/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 220,000 | 220,000 | 219,073 | 219,073 | 145,526 CHF | 147,717 CHF | 97.97% | 97.97% |
07/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 220,000 | 220,000 | 219,079 | 219,079 | 141,830 CHF | 144,021 CHF | 98.49% | 98.49% |