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 | 1.34% | 0.76 CHF | 0.77 CHF | 140,000 | 140,000 | 136,193 | 136,193 | 101,130 CHF | 102,492 CHF | 100.00% | 100.00% |
19/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 106,418 CHF | 107,804 CHF | 100.00% | 100.00% |
18/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 97,912 CHF | 99,262 CHF | 100.00% | 100.00% |
15/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 94,849 CHF | 96,172 CHF | 100.00% | 100.00% |
14/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 104,475 CHF | 105,849 CHF | 100.00% | 100.00% |
13/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 102,901 CHF | 104,265 CHF | 100.00% | 100.00% |
12/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 98,948 CHF | 100,302 CHF | 99.85% | 99.85% |
11/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 132,000 | 132,000 | 135,305 | 135,305 | 98,516 CHF | 99,869 CHF | 99.67% | 99.67% |
08/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 136,000 | 136,000 | 134,831 | 134,831 | 98,937 CHF | 100,285 CHF | 99.18% | 99.18% |
07/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 101,542 CHF | 102,896 CHF | 100.00% | 100.00% |