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 | 1.44% | 1.35 CHF | 1.37 CHF | 77,000 | 77,000 | 76,837 | 76,837 | 106,052 CHF | 107,588 CHF | 100.00% | 100.00% |
19/11/2024 | 1.47% | 1.35 CHF | 1.37 CHF | 77,000 | 77,000 | 77,142 | 77,142 | 104,451 CHF | 105,994 CHF | 99.87% | 99.87% |
18/11/2024 | 1.43% | 1.39 CHF | 1.41 CHF | 77,000 | 77,000 | 76,960 | 76,960 | 106,636 CHF | 108,176 CHF | 100.00% | 100.00% |
15/11/2024 | 1.38% | 1.41 CHF | 1.43 CHF | 76,000 | 76,000 | 76,002 | 76,002 | 109,193 CHF | 110,713 CHF | 100.00% | 100.00% |
14/11/2024 | 1.41% | 1.44 CHF | 1.46 CHF | 76,000 | 76,000 | 76,384 | 76,384 | 107,793 CHF | 109,321 CHF | 100.00% | 100.00% |
13/11/2024 | 1.46% | 1.35 CHF | 1.37 CHF | 77,000 | 77,000 | 77,139 | 77,139 | 104,797 CHF | 106,340 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 1.39 CHF | 1.41 CHF | 77,000 | 77,000 | 76,121 | 76,121 | 110,141 CHF | 111,663 CHF | 99.89% | 99.89% |
11/11/2024 | 1.37% | 1.42 CHF | 1.44 CHF | 76,000 | 76,000 | 76,011 | 76,011 | 109,843 CHF | 111,363 CHF | 100.00% | 100.00% |
08/11/2024 | 1.43% | 1.38 CHF | 1.40 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 106,604 CHF | 108,144 CHF | 98.89% | 98.89% |
07/11/2024 | 1.41% | 1.41 CHF | 1.43 CHF | 76,000 | 76,000 | 76,439 | 76,439 | 107,799 CHF | 109,328 CHF | 100.00% | 100.00% |