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 | 0.59% | 1.70 CHF | 1.71 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 149,561 CHF | 150,441 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 147,614 CHF | 148,494 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 148,421 CHF | 149,301 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 148,057 CHF | 148,937 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 146,602 CHF | 147,482 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 146,326 CHF | 147,206 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 148,706 CHF | 149,586 CHF | 100.00% | 100.00% |
11/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 144,428 CHF | 145,268 CHF | 99.88% | 99.88% |
08/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 149,811 CHF | 150,691 CHF | 99.17% | 99.17% |
07/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 88,000 | 88,000 | 85,140 | 85,140 | 145,652 CHF | 146,503 CHF | 100.00% | 100.00% |