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 | 1.01% | 1.00 CHF | 1.01 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 133,591 CHF | 134,953 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 139,235 CHF | 140,622 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 130,132 CHF | 131,482 CHF | 100.00% | 100.00% |
15/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 126,403 CHF | 127,726 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 137,309 CHF | 138,683 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 135,536 CHF | 136,900 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 131,632 CHF | 132,986 CHF | 99.85% | 99.85% |
11/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 131,285 CHF | 132,638 CHF | 99.65% | 99.65% |
08/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 136,000 | 136,000 | 134,833 | 134,833 | 131,247 CHF | 132,596 CHF | 99.46% | 99.46% |
07/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 134,116 CHF | 135,470 CHF | 100.00% | 100.00% |