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 | 1.21% | 0.80 CHF | 0.81 CHF | 155,000 | 155,000 | 154,167 | 154,167 | 127,051 CHF | 128,593 CHF | 100.00% | 100.00% |
19/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 157,300 | 157,300 | 157,132 | 157,132 | 126,878 CHF | 128,449 CHF | 100.00% | 100.00% |
18/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 162,600 | 162,600 | 161,378 | 161,378 | 132,982 CHF | 134,596 CHF | 100.00% | 100.00% |
15/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 166,700 | 166,700 | 164,234 | 164,234 | 131,161 CHF | 132,803 CHF | 100.00% | 100.00% |
14/11/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 179,000 | 179,000 | 180,005 | 180,005 | 133,930 CHF | 135,730 CHF | 99.35% | 99.35% |
13/11/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 173,000 | 173,000 | 171,284 | 171,284 | 123,246 CHF | 124,959 CHF | 100.00% | 100.00% |
12/11/2024 | 1.23% | 0.76 CHF | 0.77 CHF | 164,000 | 164,000 | 161,777 | 161,777 | 130,292 CHF | 131,910 CHF | 100.00% | 100.00% |
11/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 163,600 | 163,600 | 164,187 | 164,187 | 129,641 CHF | 131,283 CHF | 99.93% | 99.93% |
08/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 149,200 | 149,200 | 148,353 | 148,353 | 114,040 CHF | 115,524 CHF | 99.40% | 99.40% |
07/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 155,700 | 155,700 | 155,382 | 155,382 | 138,786 CHF | 140,340 CHF | 100.00% | 100.00% |