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 | 1.12% | 0.90 CHF | 0.91 CHF | 208,000 | 208,000 | 207,965 | 207,965 | 184,468 CHF | 186,548 CHF | 100.00% | 100.00% |
19/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 208,000 | 208,000 | 208,037 | 208,037 | 187,284 CHF | 189,365 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 203,000 | 203,000 | 205,399 | 205,399 | 178,096 CHF | 180,150 CHF | 100.00% | 100.00% |
15/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 208,000 | 208,000 | 203,868 | 203,868 | 175,108 CHF | 177,147 CHF | 100.00% | 100.00% |
14/11/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 203,000 | 203,000 | 207,189 | 207,189 | 183,840 CHF | 185,912 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 208,000 | 208,000 | 211,765 | 211,765 | 197,081 CHF | 199,199 CHF | 100.00% | 100.00% |
12/11/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 213,000 | 213,000 | 208,821 | 208,821 | 191,645 CHF | 193,734 CHF | 99.87% | 99.87% |
11/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 203,000 | 203,000 | 203,170 | 203,170 | 174,216 CHF | 176,248 CHF | 99.71% | 99.71% |
08/11/2024 | 1.23% | 0.88 CHF | 0.89 CHF | 208,000 | 208,000 | 198,481 | 198,481 | 168,515 CHF | 170,551 CHF | 100.00% | 100.00% |
07/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 194,000 | 194,000 | 194,669 | 194,669 | 140,898 CHF | 142,845 CHF | 100.00% | 100.00% |