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 | 0.94% | 1.03 CHF | 1.04 CHF | 185,000 | 185,000 | 184,238 | 184,238 | 194,328 CHF | 196,170 CHF | 100.00% | 100.00% |
19/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 178,000 | 178,000 | 177,251 | 177,251 | 186,139 CHF | 187,911 CHF | 99.84% | 99.84% |
18/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 182,200 | 182,200 | 181,449 | 181,449 | 199,999 CHF | 201,813 CHF | 100.00% | 100.00% |
15/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 184,900 | 184,900 | 184,138 | 184,138 | 202,415 CHF | 204,256 CHF | 100.00% | 100.00% |
14/11/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 196,200 | 196,200 | 195,390 | 195,390 | 200,115 CHF | 202,069 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 188,500 | 188,500 | 188,110 | 188,110 | 186,790 CHF | 188,671 CHF | 100.00% | 100.00% |
12/11/2024 | 0.90% | 1.04 CHF | 1.05 CHF | 176,400 | 176,400 | 175,673 | 175,673 | 193,315 CHF | 195,072 CHF | 99.86% | 99.86% |
11/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 170,700 | 170,700 | 171,593 | 171,593 | 196,256 CHF | 197,972 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 180,200 | 180,200 | 177,919 | 177,919 | 199,562 CHF | 201,341 CHF | 98.88% | 98.88% |
07/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 184,600 | 184,600 | 189,319 | 189,319 | 210,370 CHF | 212,263 CHF | 100.00% | 100.00% |