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 | 1.51% | 0.67 CHF | 0.68 CHF | 206,000 | 206,000 | 205,965 | 205,965 | 135,278 CHF | 137,338 CHF | 100.00% | 100.00% |
19/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 206,000 | 206,000 | 206,037 | 206,037 | 138,092 CHF | 140,152 CHF | 100.00% | 100.00% |
18/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 201,000 | 201,000 | 203,399 | 203,399 | 129,503 CHF | 131,537 CHF | 100.00% | 100.00% |
15/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 206,000 | 206,000 | 201,868 | 201,868 | 126,820 CHF | 128,839 CHF | 100.00% | 100.00% |
14/11/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 201,000 | 201,000 | 205,189 | 205,189 | 134,844 CHF | 136,896 CHF | 100.00% | 100.00% |
13/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 206,000 | 206,000 | 209,764 | 209,764 | 146,976 CHF | 149,074 CHF | 100.00% | 100.00% |
12/11/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 211,000 | 211,000 | 206,821 | 206,821 | 142,185 CHF | 144,253 CHF | 99.87% | 99.87% |
11/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 201,000 | 201,000 | 201,169 | 201,169 | 126,052 CHF | 128,063 CHF | 99.72% | 99.72% |
08/11/2024 | 1.69% | 0.65 CHF | 0.66 CHF | 206,000 | 206,000 | 196,532 | 196,532 | 121,529 CHF | 123,545 CHF | 100.00% | 100.00% |
07/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 192,000 | 192,000 | 192,669 | 192,669 | 94,757 CHF | 96,683 CHF | 100.00% | 100.00% |