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 | 1.53% | 0.63 CHF | 0.64 CHF | 161,000 | 161,000 | 158,868 | 158,868 | 102,891 CHF | 104,480 CHF | 100.00% | 100.00% |
19/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 159,000 | 159,000 | 157,939 | 157,939 | 104,723 CHF | 106,303 CHF | 100.00% | 100.00% |
18/11/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 156,000 | 156,000 | 156,604 | 156,604 | 106,520 CHF | 108,086 CHF | 100.00% | 100.00% |
15/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 154,000 | 154,000 | 153,444 | 153,444 | 109,008 CHF | 110,543 CHF | 100.00% | 100.00% |
14/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 156,000 | 156,000 | 157,581 | 157,581 | 104,495 CHF | 106,070 CHF | 99.39% | 99.39% |
13/11/2024 | 1.42% | 0.62 CHF | 0.63 CHF | 163,000 | 163,000 | 154,601 | 154,601 | 108,358 CHF | 109,904 CHF | 99.46% | 99.46% |
12/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 151,000 | 151,000 | 148,528 | 148,528 | 116,301 CHF | 117,786 CHF | 100.00% | 100.00% |
11/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 148,000 | 148,000 | 147,857 | 147,857 | 116,956 CHF | 118,435 CHF | 99.93% | 99.93% |
08/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 149,000 | 149,000 | 147,919 | 147,919 | 117,116 CHF | 118,596 CHF | 100.00% | 100.00% |
07/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 144,000 | 144,000 | 143,072 | 143,072 | 121,641 CHF | 123,071 CHF | 99.43% | 99.43% |