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 | 1.17% | 0.86 CHF | 0.87 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 131,863 CHF | 133,415 CHF | 100.00% | 100.00% |
19/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 156,000 | 156,000 | 155,840 | 155,840 | 134,806 CHF | 136,364 CHF | 100.00% | 100.00% |
18/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 132,210 CHF | 133,759 CHF | 100.00% | 100.00% |
15/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 158,000 | 158,000 | 155,656 | 155,656 | 137,608 CHF | 139,165 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 149,227 CHF | 150,816 CHF | 99.33% | 99.33% |
13/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 162,000 | 162,000 | 160,421 | 160,421 | 155,300 CHF | 156,904 CHF | 100.00% | 100.00% |
12/11/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 137,332 CHF | 138,891 CHF | 100.00% | 100.00% |
11/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 140,926 CHF | 142,491 CHF | 99.93% | 99.93% |
08/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 145,132 CHF | 146,703 CHF | 99.40% | 99.40% |
07/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 124,301 CHF | 125,818 CHF | 100.00% | 100.00% |