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% | 0.97 CHF | 0.98 CHF | 141,700 | 141,700 | 141,116 | 141,116 | 130,738 CHF | 132,149 CHF | 100.00% | 100.00% |
19/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 150,300 | 150,300 | 149,680 | 149,680 | 138,086 CHF | 139,583 CHF | 100.00% | 100.00% |
18/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 142,600 | 142,600 | 141,980 | 141,980 | 123,310 CHF | 124,730 CHF | 100.00% | 100.00% |
15/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 136,200 | 136,200 | 135,638 | 135,638 | 121,302 CHF | 122,658 CHF | 100.00% | 100.00% |
14/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 122,900 | 122,900 | 122,390 | 122,390 | 117,642 CHF | 118,866 CHF | 99.35% | 99.35% |
13/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 130,300 | 130,300 | 130,219 | 130,219 | 132,897 CHF | 134,199 CHF | 100.00% | 100.00% |
12/11/2024 | 1.08% | 0.98 CHF | 0.99 CHF | 140,300 | 140,300 | 139,723 | 139,723 | 128,416 CHF | 129,813 CHF | 100.00% | 100.00% |
11/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 133,900 | 133,900 | 133,347 | 133,347 | 124,609 CHF | 125,943 CHF | 99.93% | 99.93% |
08/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 152,000 | 152,000 | 151,373 | 151,373 | 142,892 CHF | 144,406 CHF | 100.00% | 100.00% |
07/11/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 128,600 | 128,600 | 129,473 | 129,473 | 113,848 CHF | 115,143 CHF | 100.00% | 100.00% |