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 | 0.75% | 1.35 CHF | 1.36 CHF | 131,000 | 131,000 | 129,301 | 129,301 | 172,115 CHF | 173,408 CHF | 100.00% | 100.00% |
19/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 130,000 | 130,000 | 129,933 | 129,933 | 174,148 CHF | 175,447 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 128,000 | 128,000 | 128,568 | 128,568 | 169,408 CHF | 170,694 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 128,000 | 128,000 | 126,946 | 126,946 | 163,634 CHF | 164,903 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 126,000 | 126,000 | 126,712 | 126,712 | 162,563 CHF | 163,830 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 127,000 | 127,000 | 126,475 | 126,475 | 162,161 CHF | 163,426 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 126,000 | 126,000 | 123,947 | 123,947 | 152,809 CHF | 154,049 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 122,000 | 122,000 | 122,266 | 122,266 | 147,051 CHF | 148,273 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 125,000 | 125,000 | 124,042 | 124,042 | 153,617 CHF | 154,858 CHF | 99.19% | 99.19% |
07/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 122,000 | 122,000 | 122,544 | 122,544 | 147,878 CHF | 149,103 CHF | 100.00% | 100.00% |