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 | 0.65% | 1.54 CHF | 1.55 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 135,624 CHF | 136,504 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 133,893 CHF | 134,773 CHF | 100.00% | 100.00% |
18/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 134,459 CHF | 135,339 CHF | 100.00% | 100.00% |
15/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 134,129 CHF | 135,009 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 132,591 CHF | 133,471 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 132,428 CHF | 133,308 CHF | 100.00% | 100.00% |
12/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 134,869 CHF | 135,749 CHF | 100.00% | 100.00% |
11/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 131,248 CHF | 132,088 CHF | 100.00% | 100.00% |
08/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 136,093 CHF | 136,973 CHF | 99.18% | 99.18% |
07/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 88,000 | 88,000 | 85,139 | 85,139 | 132,204 CHF | 133,055 CHF | 100.00% | 100.00% |