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 | 1.14% | 0.90 CHF | 0.91 CHF | 305,000 | 305,000 | 299,946 | 299,946 | 262,538 CHF | 265,537 CHF | 100.00% | 100.00% |
19/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300,000 | 300,000 | 300,113 | 300,113 | 265,053 CHF | 268,054 CHF | 99.34% | 99.34% |
18/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 290,000 | 290,000 | 288,154 | 288,154 | 213,917 CHF | 216,799 CHF | 100.00% | 100.00% |
15/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 285,000 | 285,000 | 283,482 | 283,482 | 197,809 CHF | 200,644 CHF | 100.00% | 100.00% |
14/11/2024 | 1.56% | 0.69 CHF | 0.70 CHF | 285,000 | 285,000 | 278,059 | 278,059 | 177,126 CHF | 179,906 CHF | 99.39% | 99.39% |
13/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 297,584 | 297,584 | 258,691 CHF | 261,666 CHF | 100.00% | 100.00% |
12/11/2024 | 1.24% | 0.88 CHF | 0.89 CHF | 300,000 | 300,000 | 291,925 | 291,925 | 234,078 CHF | 236,998 CHF | 99.28% | 99.28% |
11/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 285,000 | 285,000 | 283,825 | 283,825 | 203,897 CHF | 206,736 CHF | 100.00% | 100.00% |
08/11/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 290,000 | 290,000 | 287,692 | 287,692 | 218,608 CHF | 221,485 CHF | 98.96% | 98.96% |