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 | 140,000 | 140,000 | 136,194 | 136,194 | 120,660 CHF | 122,022 CHF | 100.00% | 100.00% |
19/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 126,039 CHF | 127,426 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 117,172 CHF | 118,522 CHF | 100.00% | 100.00% |
15/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 113,661 CHF | 114,984 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 124,006 CHF | 125,379 CHF | 100.00% | 100.00% |
13/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 122,373 CHF | 123,737 CHF | 100.00% | 100.00% |
12/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 118,333 CHF | 119,687 CHF | 99.85% | 99.85% |
11/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 118,455 CHF | 119,808 CHF | 99.65% | 99.65% |
08/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 136,000 | 136,000 | 134,834 | 134,834 | 118,377 CHF | 119,726 CHF | 99.46% | 99.46% |
07/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 121,037 CHF | 122,392 CHF | 100.00% | 100.00% |