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 | 1.40% | 0.69 CHF | 0.72 CHF | 181,000 | 181,000 | 181,272 | 181,272 | 128,543 CHF | 130,355 CHF | 0.96% | 97.34% |
22/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 185,000 | 185,000 | 180,482 | 180,482 | 130,026 CHF | 131,831 CHF | 100.00% | 100.00% |
20/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 185,000 | 185,000 | 180,063 | 180,063 | 129,645 CHF | 131,446 CHF | 100.00% | 100.00% |
19/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 129,419 CHF | 131,218 CHF | 100.00% | 100.00% |
18/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 185,000 | 185,000 | 180,086 | 180,086 | 130,046 CHF | 131,847 CHF | 100.00% | 100.00% |
15/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 185,000 | 185,000 | 179,871 | 179,871 | 131,241 CHF | 133,040 CHF | 100.00% | 100.00% |
14/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 185,000 | 185,000 | 182,214 | 182,214 | 136,379 CHF | 138,201 CHF | 99.39% | 99.39% |
13/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 185,000 | 185,000 | 180,538 | 180,538 | 132,726 CHF | 134,531 CHF | 100.00% | 100.00% |
12/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 131,504 CHF | 133,297 CHF | 98.86% | 100.00% |
11/11/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 121,125 CHF | 122,850 CHF | 99.93% | 99.93% |