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 | 0.55% | 1.77 CHF | 1.78 CHF | 109,000 | 109,000 | 108,713 | 108,713 | 197,067 CHF | 198,154 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 114,000 | 114,000 | 113,531 | 113,531 | 191,219 CHF | 192,354 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 115,900 | 115,900 | 115,423 | 115,423 | 194,330 CHF | 195,484 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 109,800 | 109,800 | 109,287 | 109,287 | 184,875 CHF | 185,968 CHF | 100.00% | 100.00% |
14/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 109,200 | 109,200 | 109,666 | 109,666 | 191,494 CHF | 192,590 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 110,700 | 110,700 | 110,045 | 110,045 | 186,603 CHF | 187,703 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 105,900 | 105,900 | 105,464 | 105,464 | 190,116 CHF | 191,171 CHF | 100.00% | 100.00% |
11/11/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 106,100 | 106,100 | 105,663 | 105,663 | 196,064 CHF | 197,121 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 107,200 | 107,200 | 106,754 | 106,754 | 194,029 CHF | 195,096 CHF | 99.18% | 99.18% |
07/11/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 118,300 | 118,300 | 119,032 | 119,032 | 206,148 CHF | 207,339 CHF | 100.00% | 100.00% |