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 | 1.07% | 0.90 CHF | 0.91 CHF | 140,500 | 140,500 | 140,477 | 140,477 | 130,808 CHF | 132,213 CHF | 100.00% | 100.00% |
19/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 132,200 | 132,200 | 132,225 | 132,225 | 120,434 CHF | 121,756 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 132,500 | 132,500 | 134,037 | 134,037 | 129,420 CHF | 130,760 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 133,500 | 133,500 | 130,861 | 130,861 | 128,450 CHF | 129,759 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 139,500 | 139,500 | 142,346 | 142,346 | 133,584 CHF | 135,007 CHF | 100.00% | 100.00% |
13/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 148,400 | 148,400 | 151,035 | 151,035 | 131,963 CHF | 133,473 CHF | 100.00% | 100.00% |
12/11/2024 | 1.11% | 0.83 CHF | 0.84 CHF | 136,600 | 136,600 | 133,925 | 133,925 | 120,285 CHF | 121,625 CHF | 99.85% | 99.85% |
11/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 133,600 | 133,600 | 133,709 | 133,709 | 133,339 CHF | 134,677 CHF | 99.67% | 99.67% |
08/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 107,800 | 107,800 | 102,805 | 102,805 | 106,154 CHF | 107,209 CHF | 98.75% | 98.75% |
07/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 106,200 | 106,200 | 106,561 | 106,561 | 137,113 CHF | 138,179 CHF | 100.00% | 100.00% |