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 | 1.38% | 0.74 CHF | 0.75 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 98,274 CHF | 99,636 CHF | 100.00% | 100.00% |
19/11/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 103,345 CHF | 104,732 CHF | 100.00% | 100.00% |
18/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 95,070 CHF | 96,420 CHF | 100.00% | 100.00% |
15/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 92,355 CHF | 93,678 CHF | 100.00% | 100.00% |
14/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 101,850 CHF | 103,223 CHF | 100.00% | 100.00% |
13/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 100,299 CHF | 101,663 CHF | 100.00% | 100.00% |
12/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 96,480 CHF | 97,834 CHF | 99.85% | 99.85% |
11/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 96,086 CHF | 97,439 CHF | 99.70% | 99.70% |
08/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 136,000 | 136,000 | 134,841 | 134,841 | 96,145 CHF | 97,494 CHF | 100.00% | 100.00% |
07/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 98,685 CHF | 100,039 CHF | 100.00% | 100.00% |