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 | 1.84% | 0.56 CHF | 0.57 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 73,230 CHF | 74,592 CHF | 100.00% | 100.00% |
19/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 77,708 CHF | 79,095 CHF | 100.00% | 100.00% |
18/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 70,169 CHF | 71,519 CHF | 100.00% | 100.00% |
15/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 67,394 CHF | 68,717 CHF | 100.00% | 100.00% |
14/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 76,150 CHF | 77,523 CHF | 100.00% | 100.00% |
13/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 140,000 | 140,000 | 136,399 | 136,399 | 74,769 CHF | 76,133 CHF | 100.00% | 100.00% |
12/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 71,132 CHF | 72,486 CHF | 99.87% | 99.87% |
11/11/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 132,000 | 132,000 | 135,304 | 135,304 | 70,801 CHF | 72,154 CHF | 99.68% | 99.68% |
08/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 136,000 | 136,000 | 134,831 | 134,831 | 70,771 CHF | 72,119 CHF | 99.20% | 99.20% |
07/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 73,168 CHF | 74,522 CHF | 100.00% | 100.00% |