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 | 0.83% | 1.22 CHF | 1.23 CHF | 156,000 | 156,000 | 158,943 | 158,943 | 191,416 CHF | 193,005 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 160,900 | 160,900 | 153,005 | 153,005 | 176,828 CHF | 178,358 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 147,900 | 147,900 | 148,080 | 148,080 | 184,113 CHF | 185,594 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 148,200 | 148,200 | 146,670 | 146,670 | 185,850 CHF | 187,317 CHF | 98.67% | 98.67% |
14/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 145,700 | 145,700 | 155,869 | 155,869 | 200,423 CHF | 201,982 CHF | 99.91% | 99.91% |
13/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 162,500 | 162,500 | 164,182 | 164,182 | 190,821 CHF | 192,463 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 165,300 | 165,300 | 167,344 | 167,344 | 190,678 CHF | 192,351 CHF | 100.00% | 100.00% |
11/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 168,700 | 168,700 | 181,686 | 181,686 | 198,792 CHF | 200,609 CHF | 100.00% | 100.00% |
08/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 190,400 | 190,400 | 184,917 | 184,917 | 179,755 CHF | 181,604 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 181,300 | 181,300 | 178,821 | 178,821 | 182,065 CHF | 183,853 CHF | 100.00% | 100.00% |