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 | 1.30% | 0.74 CHF | 0.75 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 118,419 CHF | 119,971 CHF | 100.00% | 100.00% |
19/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 156,000 | 156,000 | 155,838 | 155,838 | 116,344 CHF | 117,902 CHF | 100.00% | 100.00% |
18/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 156,000 | 156,000 | 154,832 | 154,832 | 118,210 CHF | 119,759 CHF | 100.00% | 100.00% |
15/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 158,000 | 158,000 | 155,656 | 155,656 | 114,923 CHF | 116,480 CHF | 100.00% | 100.00% |
14/11/2024 | 1.46% | 0.73 CHF | 0.74 CHF | 156,000 | 156,000 | 158,865 | 158,865 | 108,212 CHF | 109,801 CHF | 99.33% | 99.33% |
13/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 162,000 | 162,000 | 160,422 | 160,422 | 104,891 CHF | 106,496 CHF | 100.00% | 100.00% |
12/11/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 115,444 CHF | 117,002 CHF | 100.00% | 100.00% |
11/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 113,471 CHF | 115,037 CHF | 99.93% | 99.93% |
08/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 110,959 CHF | 112,530 CHF | 99.40% | 99.40% |
07/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 124,225 CHF | 125,742 CHF | 100.00% | 100.00% |