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 | 1.26% | 0.81 CHF | 0.82 CHF | 208,000 | 208,000 | 207,965 | 207,965 | 164,408 CHF | 166,488 CHF | 100.00% | 100.00% |
19/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 208,000 | 208,000 | 208,037 | 208,037 | 167,278 CHF | 169,359 CHF | 100.00% | 100.00% |
18/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 203,000 | 203,000 | 205,401 | 205,401 | 158,621 CHF | 160,676 CHF | 100.00% | 100.00% |
15/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 208,000 | 208,000 | 203,868 | 203,868 | 155,702 CHF | 157,741 CHF | 100.00% | 100.00% |
14/11/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 203,000 | 203,000 | 207,189 | 207,189 | 164,018 CHF | 166,090 CHF | 100.00% | 100.00% |
13/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 208,000 | 208,000 | 211,766 | 211,766 | 176,821 CHF | 178,939 CHF | 100.00% | 100.00% |
12/11/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 213,000 | 213,000 | 208,820 | 208,820 | 171,759 CHF | 173,847 CHF | 99.85% | 99.85% |
11/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 203,000 | 203,000 | 203,170 | 203,170 | 154,802 CHF | 156,833 CHF | 99.71% | 99.71% |
08/11/2024 | 1.39% | 0.78 CHF | 0.79 CHF | 208,000 | 208,000 | 198,481 | 198,481 | 149,372 CHF | 151,408 CHF | 100.00% | 100.00% |
07/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 194,000 | 194,000 | 194,669 | 194,669 | 122,234 CHF | 124,180 CHF | 100.00% | 100.00% |