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 | 1.60% | 0.64 CHF | 0.65 CHF | 160,000 | 160,000 | 159,338 | 159,338 | 99,622 CHF | 101,222 CHF | 98.72% | 98.72% |
22/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 160,000 | 160,000 | 158,677 | 158,677 | 98,672 CHF | 100,272 CHF | 98.63% | 98.63% |
20/11/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 160,000 | 160,000 | 159,091 | 159,091 | 96,554 CHF | 98,154 CHF | 99.01% | 99.01% |
19/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 160,000 | 160,000 | 158,051 | 158,051 | 93,745 CHF | 95,345 CHF | 97.91% | 97.91% |
18/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 160,000 | 160,000 | 158,215 | 158,215 | 96,242 CHF | 97,842 CHF | 98.91% | 98.91% |
15/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 160,000 | 160,000 | 158,674 | 158,674 | 100,545 CHF | 102,145 CHF | 99.22% | 99.22% |
14/11/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 160,000 | 160,000 | 158,487 | 158,487 | 98,491 CHF | 100,091 CHF | 98.35% | 98.35% |
13/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 160,000 | 160,000 | 159,280 | 159,280 | 94,831 CHF | 96,428 CHF | 98.72% | 98.72% |
12/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 160,000 | 160,000 | 158,240 | 158,240 | 100,811 CHF | 102,411 CHF | 98.26% | 98.26% |
11/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 160,000 | 160,000 | 158,061 | 158,061 | 100,488 CHF | 102,088 CHF | 99.39% | 99.39% |