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 | 0.63% | 1.57 CHF | 1.58 CHF | 49,000 | 49,000 | 49,161 | 49,161 | 77,323 CHF | 77,814 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 49,000 | 49,000 | 49,932 | 49,932 | 76,184 CHF | 76,683 CHF | 100.00% | 100.00% |
18/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 49,000 | 49,000 | 49,337 | 49,337 | 76,453 CHF | 76,947 CHF | 100.00% | 100.00% |
15/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 78,166 CHF | 78,656 CHF | 100.00% | 100.00% |
14/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 49,000 | 49,000 | 49,415 | 49,415 | 77,279 CHF | 77,773 CHF | 100.00% | 100.00% |
13/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 49,661 | 49,661 | 76,205 CHF | 76,702 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 49,129 | 49,129 | 77,226 CHF | 77,717 CHF | 99.85% | 99.85% |
11/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 49,000 | 49,000 | 48,868 | 48,868 | 80,784 CHF | 81,273 CHF | 99.69% | 99.69% |
08/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 49,000 | 49,000 | 48,949 | 48,949 | 80,503 CHF | 80,993 CHF | 99.22% | 99.22% |
07/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 49,000 | 49,000 | 48,489 | 48,489 | 79,950 CHF | 80,435 CHF | 100.00% | 100.00% |