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 | 1.17% | 0.84 CHF | 0.85 CHF | 216,700 | 216,700 | 211,956 | 211,956 | 180,838 CHF | 182,957 CHF | 100.00% | 100.00% |
19/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 208,900 | 208,900 | 220,531 | 220,531 | 196,549 CHF | 198,755 CHF | 100.00% | 100.00% |
18/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 228,200 | 228,200 | 227,659 | 227,659 | 190,042 CHF | 192,319 CHF | 100.00% | 100.00% |
15/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 227,400 | 227,400 | 230,032 | 230,032 | 188,623 CHF | 190,924 CHF | 98.67% | 98.67% |
14/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 231,800 | 231,800 | 213,217 | 213,217 | 172,461 CHF | 174,593 CHF | 99.91% | 99.91% |
13/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 201,100 | 201,100 | 198,697 | 198,697 | 180,575 CHF | 182,562 CHF | 100.00% | 100.00% |
12/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 197,100 | 197,100 | 194,275 | 194,275 | 180,206 CHF | 182,149 CHF | 100.00% | 100.00% |
11/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 192,500 | 192,500 | 175,366 | 175,366 | 169,720 CHF | 171,474 CHF | 100.00% | 100.00% |
08/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 164,100 | 164,100 | 169,463 | 169,463 | 188,645 CHF | 190,339 CHF | 100.00% | 100.00% |
07/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 173,000 | 173,000 | 175,660 | 175,660 | 187,100 CHF | 188,856 CHF | 100.00% | 100.00% |