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 | 1.59% | 0.64 CHF | 0.65 CHF | 140,000 | 140,000 | 136,193 | 136,193 | 84,993 CHF | 86,355 CHF | 100.00% | 100.00% |
19/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 89,922 CHF | 91,309 CHF | 100.00% | 100.00% |
18/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 81,813 CHF | 83,163 CHF | 100.00% | 100.00% |
15/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 79,042 CHF | 80,365 CHF | 100.00% | 100.00% |
14/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 88,068 CHF | 89,441 CHF | 100.00% | 100.00% |
13/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 86,597 CHF | 87,961 CHF | 100.00% | 100.00% |
12/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 82,808 CHF | 84,162 CHF | 99.85% | 99.85% |
11/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 82,331 CHF | 83,684 CHF | 99.64% | 99.64% |
08/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 136,000 | 136,000 | 134,834 | 134,834 | 82,518 CHF | 83,866 CHF | 99.43% | 99.43% |
07/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 84,955 CHF | 86,310 CHF | 100.00% | 100.00% |