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 | 1.62% | 0.60 CHF | 0.61 CHF | 260,000 | 260,000 | 254,380 | 254,380 | 155,992 CHF | 158,536 CHF | 100.00% | 100.00% |
19/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 260,000 | 260,000 | 258,179 | 258,179 | 154,216 CHF | 156,798 CHF | 100.00% | 100.00% |
18/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 239,011 | 239,011 | 151,991 CHF | 154,381 CHF | 100.00% | 100.00% |
15/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 239,963 | 239,963 | 153,309 CHF | 155,708 CHF | 100.00% | 100.00% |
14/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 260,000 | 260,000 | 258,928 | 258,928 | 155,554 CHF | 158,143 CHF | 100.00% | 100.00% |
13/11/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 260,000 | 260,000 | 251,871 | 251,871 | 153,615 CHF | 156,134 CHF | 100.00% | 100.00% |
12/11/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 260,000 | 260,000 | 241,479 | 241,479 | 152,296 CHF | 154,710 CHF | 100.00% | 100.00% |
11/11/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 169,230 CHF | 171,620 CHF | 99.92% | 99.92% |
08/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 240,000 | 240,000 | 238,997 | 238,997 | 161,150 CHF | 163,540 CHF | 98.76% | 98.76% |
07/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 179,308 CHF | 181,698 CHF | 100.00% | 100.00% |