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 | 0.75% | 1.31 CHF | 1.32 CHF | 112,000 | 112,000 | 110,895 | 110,895 | 147,042 CHF | 148,151 CHF | 99.97% | 99.97% |
19/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 112,000 | 112,000 | 110,166 | 110,166 | 147,106 CHF | 148,208 CHF | 99.96% | 99.96% |
18/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 112,000 | 112,000 | 111,345 | 111,345 | 146,970 CHF | 148,083 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 112,000 | 112,000 | 108,253 | 108,253 | 146,479 CHF | 147,562 CHF | 98.70% | 98.70% |
14/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 108,000 | 108,000 | 108,239 | 108,239 | 146,480 CHF | 147,562 CHF | 99.76% | 99.76% |
13/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 148,440 CHF | 149,515 CHF | 100.00% | 100.00% |
12/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 150,451 CHF | 151,526 CHF | 99.87% | 99.87% |
11/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 108,000 | 108,000 | 105,925 | 105,925 | 152,259 CHF | 153,318 CHF | 99.71% | 99.71% |
08/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 108,000 | 108,000 | 107,395 | 107,395 | 151,981 CHF | 153,055 CHF | 99.97% | 99.97% |
07/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 108,000 | 108,000 | 103,614 | 103,614 | 150,132 CHF | 151,168 CHF | 100.00% | 100.00% |