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 | 0.78% | 1.92 CHF | 1.93 CHF | 132,000 | 132,000 | 58,457 | 58,457 | 115,021 CHF | 115,781 CHF | 99.33% | 99.33% |
19/11/2024 | 0.78% | 1.98 CHF | 1.99 CHF | 131,000 | 131,000 | 58,562 | 58,562 | 115,665 CHF | 116,426 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 58,168 | 58,168 | 115,931 CHF | 116,687 CHF | 99.78% | 99.78% |
15/11/2024 | 0.78% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 58,112 | 58,112 | 116,011 CHF | 116,766 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 58,333 | 58,333 | 117,089 CHF | 117,850 CHF | 98.52% | 98.52% |
13/11/2024 | 0.75% | 1.99 CHF | 2.00 CHF | 130,000 | 130,000 | 57,747 | 57,747 | 117,501 CHF | 118,250 CHF | 99.80% | 99.80% |
12/11/2024 | 0.75% | 2.07 CHF | 2.08 CHF | 128,000 | 128,000 | 57,682 | 57,682 | 119,085 CHF | 119,833 CHF | 99.90% | 99.90% |
11/11/2024 | 0.76% | 2.08 CHF | 2.09 CHF | 128,000 | 128,000 | 57,762 | 57,762 | 119,020 CHF | 119,772 CHF | 99.90% | 99.90% |
08/11/2024 | 0.79% | 2.02 CHF | 2.03 CHF | 130,000 | 130,000 | 59,192 | 59,192 | 117,018 CHF | 117,786 CHF | 99.05% | 99.05% |
07/11/2024 | 0.78% | 1.95 CHF | 1.96 CHF | 133,000 | 133,000 | 59,022 | 59,022 | 116,442 CHF | 117,206 CHF | 100.00% | 100.00% |