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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.83% | 0.53 CHF | 0.55 CHF | 181,000 | 181,000 | 181,276 | 181,276 | 98,057 CHF | 99,870 CHF | 0.96% | 97.34% |
22/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 185,000 | 185,000 | 180,483 | 180,483 | 100,082 CHF | 101,887 CHF | 100.00% | 100.00% |
20/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 185,000 | 185,000 | 180,064 | 180,064 | 99,050 CHF | 100,851 CHF | 100.00% | 100.00% |
19/11/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 99,288 CHF | 101,087 CHF | 100.00% | 100.00% |
18/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 99,609 CHF | 101,410 CHF | 100.00% | 100.00% |
15/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 185,000 | 185,000 | 179,873 | 179,873 | 100,832 CHF | 102,631 CHF | 100.00% | 100.00% |
14/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 185,000 | 185,000 | 182,211 | 182,211 | 105,532 CHF | 107,354 CHF | 99.39% | 99.39% |
13/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 185,000 | 185,000 | 180,538 | 180,538 | 102,138 CHF | 103,943 CHF | 100.00% | 100.00% |
12/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 101,036 CHF | 102,829 CHF | 98.86% | 100.00% |
11/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 91,647 CHF | 93,372 CHF | 99.93% | 99.93% |