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% | 0.84 CHF | 0.85 CHF | 131,000 | 131,000 | 129,301 | 129,301 | 106,200 CHF | 107,493 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 130,000 | 130,000 | 129,933 | 129,933 | 107,913 CHF | 109,213 CHF | 100.00% | 100.00% |
18/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 128,000 | 128,000 | 128,568 | 128,568 | 103,927 CHF | 105,213 CHF | 100.00% | 100.00% |
15/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 128,000 | 128,000 | 126,946 | 126,946 | 98,920 CHF | 100,190 CHF | 100.00% | 100.00% |
14/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 126,000 | 126,000 | 126,712 | 126,712 | 97,984 CHF | 99,251 CHF | 100.00% | 100.00% |
13/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 127,000 | 127,000 | 126,475 | 126,475 | 97,668 CHF | 98,932 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 126,000 | 126,000 | 123,947 | 123,947 | 89,609 CHF | 90,849 CHF | 100.00% | 100.00% |
11/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 122,000 | 122,000 | 122,266 | 122,266 | 84,700 CHF | 85,923 CHF | 100.00% | 100.00% |
08/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 125,000 | 125,000 | 124,042 | 124,042 | 90,350 CHF | 91,590 CHF | 99.18% | 99.18% |
07/11/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 122,000 | 122,000 | 122,545 | 122,545 | 85,361 CHF | 86,587 CHF | 100.00% | 100.00% |