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 | 1.13% | 0.86 CHF | 0.87 CHF | 156,000 | 156,000 | 155,164 | 155,164 | 136,451 CHF | 138,003 CHF | 100.00% | 100.00% |
19/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 156,000 | 156,000 | 155,840 | 155,840 | 134,384 CHF | 135,942 CHF | 100.00% | 100.00% |
18/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 136,285 CHF | 137,833 CHF | 100.00% | 100.00% |
15/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 158,000 | 158,000 | 155,657 | 155,657 | 133,107 CHF | 134,663 CHF | 100.00% | 100.00% |
14/11/2024 | 1.25% | 0.84 CHF | 0.85 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 126,674 CHF | 128,263 CHF | 99.33% | 99.33% |
13/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 162,000 | 162,000 | 160,423 | 160,423 | 123,442 CHF | 125,046 CHF | 100.00% | 100.00% |
12/11/2024 | 1.16% | 0.81 CHF | 0.82 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 133,561 CHF | 135,120 CHF | 100.00% | 100.00% |
11/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 131,696 CHF | 133,261 CHF | 99.93% | 99.93% |
08/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 129,198 CHF | 130,769 CHF | 99.40% | 99.40% |
07/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 141,951 CHF | 143,468 CHF | 100.00% | 100.00% |