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 | 1.40% | 0.69 CHF | 0.70 CHF | 196,000 | 196,000 | 193,123 | 193,123 | 137,264 CHF | 139,195 CHF | 100.00% | 100.00% |
19/11/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 136,243 CHF | 138,181 CHF | 100.00% | 100.00% |
18/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 144,014 CHF | 145,924 CHF | 100.00% | 100.00% |
15/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 150,492 CHF | 152,372 CHF | 100.00% | 100.00% |
14/11/2024 | 1.31% | 0.81 CHF | 0.82 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 144,488 CHF | 146,390 CHF | 100.00% | 100.00% |
13/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 141,938 CHF | 143,858 CHF | 100.00% | 100.00% |
12/11/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 192,000 | 192,000 | 189,076 | 189,076 | 144,635 CHF | 146,525 CHF | 100.00% | 100.00% |
11/11/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 158,931 CHF | 160,755 CHF | 100.00% | 100.00% |
08/11/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 183,000 | 183,000 | 181,975 | 181,975 | 159,789 CHF | 161,608 CHF | 99.18% | 99.18% |
07/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 175,000 | 175,000 | 173,175 | 173,175 | 176,788 CHF | 178,520 CHF | 100.00% | 100.00% |