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 | 1.20% | 0.81 CHF | 0.82 CHF | 153,900 | 153,900 | 150,942 | 150,942 | 125,580 CHF | 127,090 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 146,200 | 146,200 | 145,494 | 145,494 | 120,885 CHF | 122,340 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 143,600 | 143,600 | 142,723 | 142,723 | 127,596 CHF | 129,023 CHF | 100.00% | 100.00% |
15/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 144,700 | 144,700 | 144,526 | 144,526 | 132,398 CHF | 133,843 CHF | 100.00% | 100.00% |
14/11/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 154,600 | 154,600 | 155,081 | 155,081 | 132,067 CHF | 133,618 CHF | 99.35% | 99.35% |
13/11/2024 | 1.19% | 0.79 CHF | 0.80 CHF | 147,400 | 147,400 | 144,222 | 144,222 | 121,092 CHF | 122,534 CHF | 100.00% | 100.00% |
12/11/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 139,700 | 139,700 | 137,509 | 137,509 | 127,343 CHF | 128,718 CHF | 100.00% | 100.00% |
11/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 139,300 | 139,300 | 139,043 | 139,043 | 129,705 CHF | 131,095 CHF | 99.93% | 99.93% |
08/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 133,200 | 133,200 | 131,137 | 131,137 | 120,662 CHF | 121,973 CHF | 100.00% | 100.00% |
07/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 133,400 | 133,400 | 132,978 | 132,978 | 138,875 CHF | 140,205 CHF | 100.00% | 100.00% |