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 | 1.40% | 0.71 CHF | 0.72 CHF | 185,000 | 185,000 | 180,063 | 180,063 | 127,930 CHF | 129,731 CHF | 100.00% | 100.00% |
19/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 128,157 CHF | 129,956 CHF | 100.00% | 100.00% |
18/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 128,642 CHF | 130,443 CHF | 100.00% | 100.00% |
15/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 185,000 | 185,000 | 179,871 | 179,871 | 129,796 CHF | 131,595 CHF | 100.00% | 100.00% |
14/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 185,000 | 185,000 | 182,207 | 182,207 | 135,180 CHF | 137,002 CHF | 99.33% | 99.33% |
13/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 185,000 | 185,000 | 180,539 | 180,539 | 131,277 CHF | 133,082 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 130,175 CHF | 131,968 CHF | 98.86% | 100.00% |
11/11/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 119,814 CHF | 121,540 CHF | 99.93% | 99.93% |
08/11/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 177,000 | 177,000 | 168,896 | 168,896 | 112,557 CHF | 114,246 CHF | 100.00% | 100.00% |
07/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 165,000 | 165,000 | 162,852 | 162,852 | 102,090 CHF | 103,719 CHF | 98.41% | 98.41% |