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 | 1.64% | 0.59 CHF | 0.60 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 93,688 CHF | 95,240 CHF | 100.00% | 100.00% |
19/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 156,000 | 156,000 | 155,841 | 155,841 | 91,644 CHF | 93,203 CHF | 100.00% | 100.00% |
18/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 93,494 CHF | 95,042 CHF | 100.00% | 100.00% |
15/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 158,000 | 158,000 | 155,657 | 155,657 | 90,040 CHF | 91,597 CHF | 100.00% | 100.00% |
14/11/2024 | 1.90% | 0.57 CHF | 0.58 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 82,919 CHF | 84,508 CHF | 99.33% | 99.33% |
13/11/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 162,000 | 162,000 | 160,421 | 160,421 | 79,319 CHF | 80,923 CHF | 100.00% | 100.00% |
12/11/2024 | 1.71% | 0.54 CHF | 0.55 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 90,615 CHF | 92,173 CHF | 100.00% | 100.00% |
11/11/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 88,509 CHF | 90,074 CHF | 99.93% | 99.93% |
08/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 85,855 CHF | 87,426 CHF | 99.40% | 99.40% |
07/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 99,913 CHF | 101,430 CHF | 100.00% | 100.00% |