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 | 1.36% | 0.71 CHF | 0.72 CHF | 260,000 | 260,000 | 254,381 | 254,381 | 185,209 CHF | 187,753 CHF | 100.00% | 100.00% |
19/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 260,000 | 260,000 | 258,179 | 258,179 | 183,969 CHF | 186,551 CHF | 100.00% | 100.00% |
18/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 240,000 | 240,000 | 239,011 | 239,011 | 179,891 CHF | 182,281 CHF | 100.00% | 100.00% |
15/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 240,000 | 240,000 | 239,963 | 239,963 | 181,249 CHF | 183,648 CHF | 100.00% | 100.00% |
14/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 260,000 | 260,000 | 258,928 | 258,928 | 185,842 CHF | 188,431 CHF | 100.00% | 100.00% |
13/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 260,000 | 260,000 | 251,905 | 251,905 | 182,784 CHF | 185,303 CHF | 100.00% | 100.00% |
12/11/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 260,000 | 260,000 | 241,477 | 241,477 | 180,470 CHF | 182,885 CHF | 100.00% | 100.00% |
11/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 196,886 CHF | 199,276 CHF | 100.00% | 100.00% |
08/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 240,000 | 240,000 | 238,997 | 238,997 | 188,881 CHF | 191,271 CHF | 98.75% | 98.75% |
07/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 207,363 CHF | 209,753 CHF | 100.00% | 100.00% |