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 | 1.52% | 0.67 CHF | 0.68 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 89,154 CHF | 90,516 CHF | 100.00% | 100.00% |
19/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 94,088 CHF | 95,475 CHF | 100.00% | 100.00% |
18/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 85,939 CHF | 87,289 CHF | 100.00% | 100.00% |
15/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 83,076 CHF | 84,399 CHF | 100.00% | 100.00% |
14/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 92,211 CHF | 93,584 CHF | 100.00% | 100.00% |
13/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 90,719 CHF | 92,083 CHF | 100.00% | 100.00% |
12/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 86,955 CHF | 88,310 CHF | 99.85% | 99.85% |
11/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 86,545 CHF | 87,898 CHF | 99.64% | 99.64% |
08/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 136,000 | 136,000 | 134,834 | 134,834 | 86,633 CHF | 87,982 CHF | 99.45% | 99.45% |
07/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 89,447 CHF | 90,802 CHF | 100.00% | 100.00% |