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 | 0.68% | 1.47 CHF | 1.48 CHF | 186,000 | 186,000 | 185,689 | 185,689 | 273,013 CHF | 274,870 CHF | 100.00% | 100.00% |
19/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 184,000 | 184,000 | 183,991 | 183,991 | 267,831 CHF | 269,671 CHF | 100.00% | 100.00% |
18/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 180,000 | 180,000 | 178,640 | 178,640 | 251,606 CHF | 253,393 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 179,000 | 179,000 | 180,008 | 180,008 | 256,091 CHF | 257,891 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 182,000 | 182,000 | 184,355 | 184,355 | 269,276 CHF | 271,120 CHF | 100.00% | 100.00% |
13/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 187,000 | 187,000 | 188,263 | 188,263 | 281,341 CHF | 283,224 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 190,000 | 190,000 | 188,634 | 188,634 | 282,455 CHF | 284,341 CHF | 99.85% | 99.85% |
11/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 183,000 | 183,000 | 183,006 | 183,006 | 265,363 CHF | 267,194 CHF | 99.73% | 99.73% |
08/11/2024 | 0.95% | 1.47 CHF | 1.48 CHF | 185,000 | 185,000 | 148,053 | 148,053 | 213,464 CHF | 215,282 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 169,000 | 169,000 | 170,177 | 170,177 | 226,515 CHF | 228,217 CHF | 100.00% | 100.00% |