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 | 1.54% | 0.63 CHF | 0.65 CHF | 181,000 | 181,000 | 181,272 | 181,272 | 116,684 CHF | 118,497 CHF | 0.96% | 97.34% |
22/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 185,000 | 185,000 | 180,482 | 180,482 | 119,165 CHF | 120,970 CHF | 100.00% | 100.00% |
20/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 185,000 | 185,000 | 180,063 | 180,063 | 118,839 CHF | 120,640 CHF | 100.00% | 100.00% |
19/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 118,525 CHF | 120,324 CHF | 100.00% | 100.00% |
18/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 185,000 | 185,000 | 180,086 | 180,086 | 119,193 CHF | 120,994 CHF | 100.00% | 100.00% |
15/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 185,000 | 185,000 | 179,871 | 179,871 | 120,251 CHF | 122,050 CHF | 100.00% | 100.00% |
14/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 185,000 | 185,000 | 182,214 | 182,214 | 125,201 CHF | 127,023 CHF | 99.39% | 99.39% |
13/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 185,000 | 185,000 | 180,538 | 180,538 | 121,662 CHF | 123,468 CHF | 100.00% | 100.00% |
12/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 120,530 CHF | 122,323 CHF | 98.86% | 100.00% |
11/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 110,430 CHF | 112,155 CHF | 99.93% | 99.93% |