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 | 1.23% | 0.80 CHF | 0.81 CHF | 196,000 | 196,000 | 195,633 | 195,633 | 158,608 CHF | 160,564 CHF | 100.00% | 100.00% |
19/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 159,789 CHF | 161,745 CHF | 100.00% | 100.00% |
18/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 171,220 CHF | 173,140 CHF | 100.00% | 100.00% |
15/11/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 170,545 CHF | 172,467 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 190,000 | 190,000 | 191,384 | 191,384 | 172,669 CHF | 174,583 CHF | 100.00% | 100.00% |
13/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 167,380 CHF | 169,311 CHF | 100.00% | 100.00% |
12/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 171,003 CHF | 172,923 CHF | 99.85% | 99.85% |
11/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 190,000 | 190,000 | 188,571 | 188,571 | 179,699 CHF | 181,584 CHF | 99.66% | 99.66% |
08/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 190,000 | 190,000 | 189,376 | 189,376 | 179,726 CHF | 181,620 CHF | 98.76% | 98.76% |
07/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 184,107 CHF | 185,987 CHF | 100.00% | 100.00% |