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 | 1.25% | 0.73 CHF | 0.74 CHF | 192,700 | 192,700 | 192,700 | 192,700 | 153,502 CHF | 155,429 CHF | 100.00% | 100.00% |
19/11/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 189,300 | 189,300 | 189,300 | 189,300 | 135,269 CHF | 137,162 CHF | 100.00% | 100.00% |
18/11/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 199,700 | 199,700 | 199,700 | 199,700 | 158,138 CHF | 160,135 CHF | 98.93% | 98.93% |
15/11/2024 | 1.17% | 0.74 CHF | 0.75 CHF | 175,300 | 175,300 | 175,300 | 175,300 | 149,131 CHF | 150,884 CHF | 100.00% | 100.00% |
14/11/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 180,600 | 180,600 | 180,600 | 180,600 | 173,534 CHF | 175,340 CHF | 100.00% | 100.00% |
13/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 171,000 | 171,000 | 171,000 | 171,000 | 161,200 CHF | 162,910 CHF | 99.86% | 99.86% |
12/11/2024 | 0.85% | 1.09 CHF | 1.10 CHF | 139,100 | 139,100 | 139,100 | 139,100 | 163,382 CHF | 164,773 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 133,000 | 133,000 | 133,000 | 133,000 | 168,765 CHF | 170,095 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 134,100 | 134,100 | 134,100 | 134,100 | 144,038 CHF | 145,379 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 138,500 | 138,500 | 138,500 | 138,500 | 159,115 CHF | 160,500 CHF | 99.67% | 99.67% |