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 | 1.31% | 0.75 CHF | 0.77 CHF | 181,000 | 181,000 | 181,277 | 181,277 | 137,952 CHF | 139,765 CHF | 0.96% | 97.34% |
22/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 185,000 | 185,000 | 180,483 | 180,483 | 140,754 CHF | 142,559 CHF | 100.00% | 100.00% |
20/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 185,000 | 185,000 | 180,063 | 180,063 | 140,373 CHF | 142,174 CHF | 100.00% | 100.00% |
19/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 185,000 | 185,000 | 179,861 | 179,861 | 139,924 CHF | 141,722 CHF | 100.00% | 100.00% |
18/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 185,000 | 185,000 | 180,087 | 180,087 | 140,559 CHF | 142,360 CHF | 100.00% | 100.00% |
15/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 185,000 | 185,000 | 179,871 | 179,871 | 141,694 CHF | 143,492 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 185,000 | 185,000 | 182,210 | 182,210 | 146,990 CHF | 148,812 CHF | 99.39% | 99.39% |
13/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 185,000 | 185,000 | 180,539 | 180,539 | 143,190 CHF | 144,995 CHF | 100.00% | 100.00% |
12/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 185,000 | 185,000 | 179,309 | 179,309 | 142,011 CHF | 143,804 CHF | 98.86% | 100.00% |
11/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 181,000 | 181,000 | 172,557 | 172,557 | 131,153 CHF | 132,879 CHF | 99.93% | 99.93% |