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 | 1.92% | 0.50 CHF | 0.51 CHF | 196,000 | 196,000 | 195,634 | 195,634 | 101,122 CHF | 103,079 CHF | 100.00% | 100.00% |
19/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 102,328 CHF | 104,283 CHF | 100.00% | 100.00% |
18/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 114,868 CHF | 116,788 CHF | 100.00% | 100.00% |
15/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 114,376 CHF | 116,297 CHF | 100.00% | 100.00% |
14/11/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 190,000 | 190,000 | 191,384 | 191,384 | 116,606 CHF | 118,519 CHF | 100.00% | 100.00% |
13/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 110,938 CHF | 112,868 CHF | 100.00% | 100.00% |
12/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 114,856 CHF | 116,776 CHF | 99.86% | 99.86% |
11/11/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 190,000 | 190,000 | 188,571 | 188,571 | 124,557 CHF | 126,442 CHF | 99.68% | 99.68% |
08/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 190,000 | 190,000 | 189,359 | 189,359 | 124,247 CHF | 126,140 CHF | 100.00% | 100.00% |
07/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 129,132 CHF | 131,012 CHF | 100.00% | 100.00% |