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 | 1.21% | 0.81 CHF | 0.82 CHF | 156,000 | 156,000 | 155,164 | 155,164 | 127,989 CHF | 129,540 CHF | 100.00% | 100.00% |
19/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 156,000 | 156,000 | 155,838 | 155,838 | 126,039 CHF | 127,598 CHF | 100.00% | 100.00% |
18/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 156,000 | 156,000 | 154,833 | 154,833 | 127,801 CHF | 129,349 CHF | 100.00% | 100.00% |
15/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 158,000 | 158,000 | 155,657 | 155,657 | 124,690 CHF | 126,247 CHF | 100.00% | 100.00% |
14/11/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 118,167 CHF | 119,756 CHF | 99.39% | 99.39% |
13/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 162,000 | 162,000 | 160,421 | 160,421 | 114,930 CHF | 116,535 CHF | 100.00% | 100.00% |
12/11/2024 | 1.24% | 0.76 CHF | 0.77 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 125,121 CHF | 126,680 CHF | 100.00% | 100.00% |
11/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 123,272 CHF | 124,838 CHF | 99.93% | 99.93% |
08/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 120,665 CHF | 122,236 CHF | 99.40% | 99.40% |
07/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 133,596 CHF | 135,113 CHF | 100.00% | 100.00% |