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 | 0.84% | 1.19 CHF | 1.20 CHF | 196,000 | 196,000 | 195,633 | 195,633 | 231,087 CHF | 233,044 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 230,027 CHF | 231,983 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 211,768 CHF | 213,688 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 213,081 CHF | 215,002 CHF | 100.00% | 100.00% |
14/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 190,000 | 190,000 | 191,384 | 191,384 | 209,688 CHF | 211,602 CHF | 100.00% | 100.00% |
13/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 218,458 CHF | 220,389 CHF | 100.00% | 100.00% |
12/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 212,984 CHF | 214,904 CHF | 99.85% | 99.85% |
11/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 190,000 | 190,000 | 188,572 | 188,572 | 197,657 CHF | 199,543 CHF | 99.71% | 99.71% |
08/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 190,000 | 190,000 | 189,360 | 189,360 | 199,721 CHF | 201,615 CHF | 100.00% | 100.00% |
07/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 192,870 CHF | 194,750 CHF | 100.00% | 100.00% |