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 | 1.06% | 0.92 CHF | 0.93 CHF | 156,000 | 156,000 | 155,164 | 155,164 | 146,172 CHF | 147,723 CHF | 100.00% | 100.00% |
19/11/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 156,000 | 156,000 | 155,839 | 155,839 | 144,168 CHF | 145,726 CHF | 100.00% | 100.00% |
18/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 156,000 | 156,000 | 154,832 | 154,832 | 145,937 CHF | 147,485 CHF | 100.00% | 100.00% |
15/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 158,000 | 158,000 | 155,657 | 155,657 | 142,839 CHF | 144,396 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 136,725 CHF | 138,313 CHF | 99.39% | 99.39% |
13/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 162,000 | 162,000 | 160,421 | 160,421 | 133,695 CHF | 135,299 CHF | 100.00% | 100.00% |
12/11/2024 | 1.08% | 0.88 CHF | 0.89 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 143,339 CHF | 144,898 CHF | 100.00% | 100.00% |
11/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 141,549 CHF | 143,114 CHF | 99.93% | 99.93% |
08/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 139,125 CHF | 140,696 CHF | 99.40% | 99.40% |
07/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 151,425 CHF | 152,942 CHF | 100.00% | 100.00% |