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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 162,000 | 162,000 | 161,923 | 161,923 | 90,696 CHF | 92,316 CHF | 100.00% | 100.00% |
22/11/2024 | 1.67% | 0.63 CHF | 0.64 CHF | 160,000 | 160,000 | 161,218 | 161,218 | 95,857 CHF | 97,469 CHF | 100.00% | 100.00% |
20/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 166,000 | 166,000 | 164,553 | 164,553 | 81,169 CHF | 82,815 CHF | 100.00% | 100.00% |
19/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 164,000 | 164,000 | 165,537 | 165,537 | 79,777 CHF | 81,433 CHF | 99.90% | 99.90% |
18/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 164,000 | 164,000 | 164,764 | 164,764 | 80,934 CHF | 82,582 CHF | 100.00% | 100.00% |
15/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 164,000 | 164,000 | 163,986 | 163,986 | 86,887 CHF | 88,527 CHF | 100.00% | 100.00% |
14/11/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 162,000 | 162,000 | 162,417 | 162,417 | 91,113 CHF | 92,737 CHF | 100.00% | 100.00% |
13/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 164,000 | 164,000 | 163,695 | 163,695 | 88,217 CHF | 89,854 CHF | 100.00% | 100.00% |
12/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 93,915 CHF | 95,535 CHF | 99.89% | 99.89% |
11/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 162,000 | 162,000 | 160,732 | 160,732 | 98,028 CHF | 99,635 CHF | 100.00% | 100.00% |