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 | 1.70% | 0.60 CHF | 0.61 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 79,604 CHF | 80,966 CHF | 100.00% | 100.00% |
19/11/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 84,380 CHF | 85,767 CHF | 100.00% | 100.00% |
18/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 76,461 CHF | 77,811 CHF | 100.00% | 100.00% |
15/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 73,789 CHF | 75,112 CHF | 100.00% | 100.00% |
14/11/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 82,579 CHF | 83,952 CHF | 100.00% | 100.00% |
13/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 81,151 CHF | 82,515 CHF | 100.00% | 100.00% |
12/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 77,431 CHF | 78,785 CHF | 99.85% | 99.85% |
11/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 77,009 CHF | 78,362 CHF | 99.64% | 99.64% |
08/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 136,000 | 136,000 | 134,834 | 134,834 | 77,147 CHF | 78,496 CHF | 99.45% | 99.45% |
07/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 79,545 CHF | 80,899 CHF | 100.00% | 100.00% |