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 | 1.16% | 0.83 CHF | 0.84 CHF | 280,000 | 280,000 | 152,877 | 152,877 | 132,750 CHF | 134,282 CHF | 99.90% | 99.90% |
19/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 280,000 | 280,000 | 152,427 | 152,427 | 128,196 CHF | 129,723 CHF | 100.00% | 100.00% |
18/11/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 280,000 | 280,000 | 151,358 | 151,358 | 130,856 CHF | 132,373 CHF | 98.48% | 98.48% |
15/11/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 280,000 | 280,000 | 150,393 | 150,393 | 137,541 CHF | 139,047 CHF | 97.60% | 97.60% |
14/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 270,000 | 270,000 | 149,298 | 149,298 | 141,866 CHF | 143,365 CHF | 100.00% | 100.00% |
13/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 280,000 | 280,000 | 151,152 | 151,152 | 136,989 CHF | 138,506 CHF | 100.00% | 100.00% |
12/11/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 280,000 | 280,000 | 151,146 | 151,146 | 132,920 CHF | 134,437 CHF | 100.00% | 100.00% |
11/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 280,000 | 280,000 | 151,156 | 151,156 | 137,671 CHF | 139,189 CHF | 100.00% | 100.00% |
08/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 280,000 | 280,000 | 151,107 | 151,107 | 140,331 CHF | 141,848 CHF | 98.48% | 98.48% |
07/11/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 280,000 | 280,000 | 150,706 | 150,706 | 136,334 CHF | 137,846 CHF | 99.15% | 99.15% |