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 | 0.68% | 1.42 CHF | 1.43 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 54,477 CHF | 54,849 CHF | 99.43% | 99.43% |
19/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 49,896 CHF | 50,278 CHF | 100.00% | 100.00% |
18/11/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 55,079 CHF | 55,451 CHF | 99.88% | 99.88% |
15/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 55,763 CHF | 56,133 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 55,468 CHF | 55,838 CHF | 98.60% | 98.60% |
13/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 54,257 CHF | 54,627 CHF | 100.00% | 100.00% |
12/11/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 57,246 CHF | 57,615 CHF | 99.88% | 99.88% |
11/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 59,943 CHF | 60,303 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 59,055 CHF | 59,415 CHF | 98.30% | 98.30% |
07/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 61,840 CHF | 62,200 CHF | 100.00% | 100.00% |