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 | 0.60% | 1.67 CHF | 1.68 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 40,008 CHF | 40,246 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 24,000 | 24,000 | 23,772 | 23,772 | 41,213 CHF | 41,451 CHF | 98.92% | 98.92% |
18/11/2024 | 0.60% | 1.79 CHF | 1.80 CHF | 24,000 | 24,000 | 23,863 | 23,863 | 40,114 CHF | 40,353 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.62 CHF | 1.63 CHF | 25,000 | 25,000 | 24,137 | 24,137 | 40,510 CHF | 40,752 CHF | 72.14% | 72.14% |
14/11/2024 | 0.58% | 1.79 CHF | 1.80 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 41,165 CHF | 41,403 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 1.88 CHF | 1.89 CHF | 24,000 | 24,000 | 24,299 | 24,299 | 39,633 CHF | 39,876 CHF | 99.44% | 99.44% |
12/11/2024 | 0.47% | 1.86 CHF | 1.87 CHF | 24,000 | 24,000 | 22,818 | 22,818 | 49,367 CHF | 49,596 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 22,000 | 22,000 | 21,868 | 21,868 | 50,630 CHF | 50,849 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 50,100 CHF | 50,328 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 50,921 CHF | 51,150 CHF | 100.00% | 100.00% |