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 | 0.80% | 1.87 CHF | 1.88 CHF | 132,000 | 132,000 | 58,464 | 58,464 | 111,947 CHF | 112,707 CHF | 99.38% | 99.38% |
19/11/2024 | 0.80% | 1.93 CHF | 1.94 CHF | 131,000 | 131,000 | 58,563 | 58,563 | 112,597 CHF | 113,357 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 1.94 CHF | 1.95 CHF | 130,000 | 130,000 | 58,114 | 58,114 | 112,750 CHF | 113,506 CHF | 99.73% | 99.73% |
15/11/2024 | 0.80% | 1.95 CHF | 1.96 CHF | 130,000 | 130,000 | 58,102 | 58,102 | 112,941 CHF | 113,697 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.94 CHF | 1.95 CHF | 130,000 | 130,000 | 58,298 | 58,298 | 114,017 CHF | 114,777 CHF | 98.65% | 98.65% |
13/11/2024 | 0.77% | 1.94 CHF | 1.95 CHF | 130,000 | 130,000 | 57,498 | 57,498 | 113,995 CHF | 114,742 CHF | 99.23% | 99.23% |
12/11/2024 | 0.77% | 2.02 CHF | 2.03 CHF | 128,000 | 128,000 | 57,685 | 57,685 | 116,099 CHF | 116,848 CHF | 99.88% | 99.88% |
11/11/2024 | 0.78% | 2.03 CHF | 2.04 CHF | 128,000 | 128,000 | 57,763 | 57,763 | 116,014 CHF | 116,766 CHF | 99.90% | 99.90% |
08/11/2024 | 0.81% | 1.96 CHF | 1.97 CHF | 130,000 | 130,000 | 59,194 | 59,194 | 113,946 CHF | 114,713 CHF | 99.04% | 99.04% |
07/11/2024 | 0.80% | 1.89 CHF | 1.90 CHF | 133,000 | 133,000 | 59,085 | 59,085 | 113,485 CHF | 114,250 CHF | 99.86% | 99.86% |