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 | 1.29% | 0.77 CHF | 0.78 CHF | 185,000 | 185,000 | 180,063 | 180,063 | 138,653 CHF | 140,454 CHF | 100.00% | 100.00% |
19/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 138,518 CHF | 140,317 CHF | 100.00% | 100.00% |
18/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 185,000 | 185,000 | 180,086 | 180,086 | 139,112 CHF | 140,913 CHF | 100.00% | 100.00% |
15/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 185,000 | 185,000 | 179,871 | 179,871 | 140,417 CHF | 142,215 CHF | 100.00% | 100.00% |
14/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 185,000 | 185,000 | 182,211 | 182,211 | 145,698 CHF | 147,520 CHF | 99.33% | 99.33% |
13/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 185,000 | 185,000 | 180,538 | 180,538 | 141,855 CHF | 143,661 CHF | 100.00% | 100.00% |
12/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 185,000 | 185,000 | 179,308 | 179,308 | 140,700 CHF | 142,493 CHF | 98.86% | 100.00% |
11/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 130,015 CHF | 131,741 CHF | 99.93% | 99.93% |
08/11/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 177,000 | 177,000 | 168,896 | 168,896 | 122,479 CHF | 124,168 CHF | 100.00% | 100.00% |
07/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 165,000 | 165,000 | 162,851 | 162,851 | 111,803 CHF | 113,432 CHF | 98.41% | 98.41% |