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 | 1.48% | 0.65 CHF | 0.66 CHF | 196,000 | 196,000 | 193,123 | 193,123 | 129,241 CHF | 131,172 CHF | 100.00% | 100.00% |
19/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 128,089 CHF | 130,027 CHF | 100.00% | 100.00% |
18/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 136,457 CHF | 138,367 CHF | 100.00% | 100.00% |
15/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 143,146 CHF | 145,026 CHF | 100.00% | 100.00% |
14/11/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 136,499 CHF | 138,400 CHF | 100.00% | 100.00% |
13/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 133,920 CHF | 135,840 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 0.69 CHF | 0.70 CHF | 192,000 | 192,000 | 189,076 | 188,601 | 136,944 CHF | 138,483 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 151,472 CHF | 153,296 CHF | 100.00% | 100.00% |
08/11/2024 | 1.18% | 0.81 CHF | 0.82 CHF | 183,000 | 183,000 | 181,975 | 181,975 | 152,762 CHF | 154,582 CHF | 99.20% | 99.20% |
07/11/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 175,000 | 175,000 | 173,175 | 173,175 | 170,129 CHF | 171,861 CHF | 100.00% | 100.00% |