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 | 1.22% | 0.80 CHF | 0.81 CHF | 166,000 | 166,000 | 164,553 | 164,553 | 133,560 CHF | 135,206 CHF | 100.00% | 100.00% |
19/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 164,000 | 164,000 | 165,537 | 165,537 | 132,493 CHF | 134,149 CHF | 99.88% | 99.88% |
18/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 164,000 | 164,000 | 164,764 | 164,764 | 133,357 CHF | 135,005 CHF | 100.00% | 100.00% |
15/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 164,000 | 164,000 | 163,985 | 163,985 | 139,041 CHF | 140,681 CHF | 100.00% | 100.00% |
14/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 162,000 | 162,000 | 162,417 | 162,417 | 142,655 CHF | 144,279 CHF | 100.00% | 100.00% |
13/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 164,000 | 164,000 | 163,695 | 163,695 | 140,219 CHF | 141,856 CHF | 100.00% | 100.00% |
12/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 145,396 CHF | 147,016 CHF | 99.91% | 99.91% |
11/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 162,000 | 162,000 | 160,732 | 160,732 | 149,189 CHF | 150,797 CHF | 100.00% | 100.00% |
08/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 162,000 | 162,000 | 161,155 | 161,155 | 148,874 CHF | 150,485 CHF | 98.93% | 98.93% |
07/11/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 162,000 | 162,000 | 160,470 | 160,470 | 151,404 CHF | 153,009 CHF | 100.00% | 100.00% |