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 | 1.61% | 0.63 CHF | 0.64 CHF | 208,000 | 208,000 | 207,965 | 207,965 | 128,335 CHF | 130,414 CHF | 100.00% | 100.00% |
19/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 208,000 | 208,000 | 208,037 | 208,037 | 131,166 CHF | 133,246 CHF | 100.00% | 100.00% |
18/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 203,000 | 203,000 | 205,399 | 205,399 | 122,657 CHF | 124,711 CHF | 100.00% | 100.00% |
15/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 208,000 | 208,000 | 203,868 | 203,868 | 120,124 CHF | 122,162 CHF | 100.00% | 100.00% |
14/11/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 203,000 | 203,000 | 207,188 | 207,188 | 127,914 CHF | 129,986 CHF | 100.00% | 100.00% |
13/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 208,000 | 208,000 | 211,766 | 211,766 | 139,918 CHF | 142,036 CHF | 100.00% | 100.00% |
12/11/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 213,000 | 213,000 | 208,820 | 208,820 | 135,205 CHF | 137,294 CHF | 99.85% | 99.85% |
11/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 203,000 | 203,000 | 203,169 | 203,169 | 119,343 CHF | 121,375 CHF | 99.73% | 99.73% |
08/11/2024 | 1.81% | 0.61 CHF | 0.62 CHF | 208,000 | 208,000 | 198,481 | 198,481 | 114,912 CHF | 116,948 CHF | 100.00% | 100.00% |
07/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 194,000 | 194,000 | 194,669 | 194,669 | 88,306 CHF | 90,252 CHF | 100.00% | 100.00% |