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 | 0.96% | 0.97 CHF | 0.98 CHF | 121,400 | 121,400 | 123,451 | 123,451 | 128,546 CHF | 129,780 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 124,800 | 124,800 | 118,421 | 118,420 | 120,407 CHF | 121,590 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 114,200 | 114,200 | 109,856 | 109,856 | 121,480 CHF | 122,579 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 1.11 CHF | 1.12 CHF | 107,000 | 107,000 | 110,306 | 110,306 | 128,773 CHF | 129,876 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 112,500 | 112,500 | 111,778 | 111,778 | 125,714 CHF | 126,832 CHF | 99.91% | 99.91% |
13/11/2024 | 0.88% | 1.06 CHF | 1.07 CHF | 111,300 | 111,300 | 114,862 | 114,835 | 130,600 CHF | 131,717 CHF | 100.00% | 100.00% |
12/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 117,200 | 117,200 | 114,367 | 114,367 | 127,426 CHF | 128,569 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 112,500 | 112,500 | 109,122 | 109,115 | 126,060 CHF | 127,144 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 106,900 | 106,900 | 101,172 | 101,172 | 122,235 CHF | 123,247 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 97,400 | 97,400 | 105,512 | 105,512 | 140,599 CHF | 141,654 CHF | 100.00% | 100.00% |