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 | 0.58% | 1.67 CHF | 1.68 CHF | 167,200 | 167,200 | 168,286 | 168,286 | 288,809 CHF | 290,492 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 169,000 | 169,000 | 165,750 | 165,750 | 281,774 CHF | 283,431 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 163,600 | 163,600 | 161,247 | 161,247 | 283,140 CHF | 284,753 CHF | 100.00% | 100.00% |
15/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 159,800 | 159,800 | 161,603 | 161,603 | 289,720 CHF | 291,336 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 162,900 | 162,900 | 162,478 | 162,478 | 286,988 CHF | 288,612 CHF | 99.79% | 99.79% |
13/11/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 162,200 | 162,200 | 164,132 | 164,132 | 291,046 CHF | 292,687 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 165,400 | 165,400 | 163,893 | 163,893 | 288,240 CHF | 289,879 CHF | 100.00% | 100.00% |
11/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 162,900 | 162,900 | 161,090 | 161,090 | 287,338 CHF | 288,949 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 159,900 | 159,900 | 156,704 | 156,704 | 284,447 CHF | 286,014 CHF | 100.00% | 100.00% |
07/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 154,600 | 154,600 | 159,407 | 159,407 | 300,556 CHF | 302,150 CHF | 100.00% | 100.00% |