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 | 0.71% | 1.41 CHF | 1.42 CHF | 138,800 | 138,800 | 138,543 | 138,543 | 193,224 CHF | 194,609 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 152,500 | 152,500 | 152,188 | 152,188 | 210,992 CHF | 212,514 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 143,100 | 143,100 | 143,100 | 143,100 | 184,255 CHF | 185,686 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 156,000 | 156,000 | 154,499 | 154,499 | 200,373 CHF | 201,918 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 142,900 | 142,900 | 143,938 | 143,938 | 184,362 CHF | 185,801 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 148,600 | 148,600 | 147,854 | 147,854 | 196,607 CHF | 198,086 CHF | 100.00% | 100.00% |
12/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 156,600 | 156,600 | 156,600 | 156,600 | 203,446 CHF | 205,012 CHF | 99.85% | 99.85% |
11/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 154,600 | 154,600 | 153,456 | 153,456 | 187,229 CHF | 188,764 CHF | 99.66% | 99.66% |
08/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 159,300 | 159,300 | 158,802 | 158,802 | 194,830 CHF | 196,418 CHF | 98.72% | 98.72% |
07/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 156,700 | 156,700 | 156,700 | 156,700 | 186,554 CHF | 188,121 CHF | 100.00% | 100.00% |