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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 105,000 | 105,000 | 105,079 | 105,079 | 80,253 CHF | 81,305 CHF | 99.78% | 99.78% |
22/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 81,795 CHF | 82,895 CHF | 99.80% | 99.80% |
20/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 81,442 CHF | 82,542 CHF | 99.67% | 99.67% |
19/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 79,598 CHF | 80,698 CHF | 100.00% | 100.00% |
18/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 80,257 CHF | 81,357 CHF | 100.00% | 100.00% |
15/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 79,852 CHF | 80,952 CHF | 99.69% | 99.69% |
14/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 78,492 CHF | 79,592 CHF | 99.36% | 99.36% |
13/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 78,051 CHF | 79,151 CHF | 99.89% | 99.89% |
12/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 80,732 CHF | 81,832 CHF | 99.66% | 99.66% |
11/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 79,326 CHF | 80,376 CHF | 99.87% | 99.87% |