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 | 1.55% | 0.64 CHF | 0.65 CHF | 185,000 | 185,000 | 180,063 | 180,063 | 115,240 CHF | 117,041 CHF | 100.00% | 100.00% |
19/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 185,000 | 185,000 | 179,863 | 179,863 | 115,098 CHF | 116,897 CHF | 100.00% | 100.00% |
18/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 115,648 CHF | 117,449 CHF | 100.00% | 100.00% |
15/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 185,000 | 185,000 | 179,873 | 179,873 | 116,820 CHF | 118,619 CHF | 100.00% | 100.00% |
14/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 185,000 | 185,000 | 182,208 | 182,208 | 121,706 CHF | 123,528 CHF | 99.33% | 99.33% |
13/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 185,000 | 185,000 | 180,540 | 180,540 | 118,248 CHF | 120,054 CHF | 100.00% | 100.00% |
12/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 185,000 | 185,000 | 179,308 | 179,308 | 117,058 CHF | 118,851 CHF | 98.86% | 100.00% |
11/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 107,166 CHF | 108,892 CHF | 99.93% | 99.93% |
08/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 177,000 | 177,000 | 168,896 | 168,896 | 100,191 CHF | 101,880 CHF | 100.00% | 100.00% |
07/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 165,000 | 165,000 | 162,853 | 162,853 | 90,444 CHF | 92,073 CHF | 98.41% | 98.41% |