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 | 0.99% | 0.98 CHF | 0.99 CHF | 238,900 | 238,900 | 240,710 | 240,710 | 242,298 CHF | 244,705 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 242,000 | 242,000 | 236,283 | 236,283 | 235,156 CHF | 237,519 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 232,500 | 232,500 | 228,458 | 228,458 | 236,529 CHF | 238,814 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 225,800 | 225,800 | 229,046 | 229,046 | 243,110 CHF | 245,400 CHF | 100.00% | 100.00% |
14/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 231,200 | 231,200 | 230,477 | 230,477 | 240,274 CHF | 242,578 CHF | 99.79% | 99.79% |
13/11/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 230,100 | 230,100 | 233,421 | 233,421 | 244,598 CHF | 246,933 CHF | 100.00% | 100.00% |
12/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 235,700 | 235,700 | 233,048 | 233,048 | 241,782 CHF | 244,113 CHF | 100.00% | 100.00% |
11/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 231,300 | 231,300 | 228,103 | 228,103 | 240,718 CHF | 242,999 CHF | 100.00% | 100.00% |
08/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 226,100 | 226,100 | 220,493 | 220,493 | 237,648 CHF | 239,853 CHF | 100.00% | 100.00% |
07/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 216,800 | 216,800 | 225,092 | 225,092 | 253,970 CHF | 256,221 CHF | 100.00% | 100.00% |