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 | 1.41% | 1.22 CHF | 1.23 CHF | 91,000 | 91,000 | 40,582 | 40,582 | 50,981 CHF | 51,596 CHF | 99.90% | 99.90% |
19/11/2024 | 1.48% | 1.20 CHF | 1.21 CHF | 92,000 | 92,000 | 40,989 | 40,989 | 49,265 CHF | 49,886 CHF | 100.00% | 100.00% |
18/11/2024 | 1.48% | 1.22 CHF | 1.23 CHF | 91,000 | 91,000 | 40,847 | 40,847 | 49,337 CHF | 49,956 CHF | 99.90% | 99.90% |
15/11/2024 | 1.42% | 1.19 CHF | 1.20 CHF | 91,000 | 91,000 | 40,557 | 40,557 | 50,458 CHF | 51,072 CHF | 99.90% | 99.90% |
14/11/2024 | 1.35% | 1.28 CHF | 1.29 CHF | 90,000 | 90,000 | 40,336 | 40,336 | 52,671 CHF | 53,282 CHF | 100.00% | 100.00% |
13/11/2024 | 1.35% | 1.31 CHF | 1.32 CHF | 90,000 | 90,000 | 40,402 | 40,402 | 53,168 CHF | 53,780 CHF | 100.00% | 100.00% |
12/11/2024 | 1.33% | 1.35 CHF | 1.36 CHF | 89,000 | 89,000 | 40,196 | 40,196 | 54,233 CHF | 54,843 CHF | 99.85% | 99.85% |
11/11/2024 | 1.29% | 1.36 CHF | 1.37 CHF | 89,000 | 89,000 | 40,173 | 40,173 | 55,383 CHF | 55,993 CHF | 99.59% | 99.59% |
08/11/2024 | 1.31% | 1.38 CHF | 1.39 CHF | 89,000 | 89,000 | 40,374 | 40,374 | 55,451 CHF | 56,063 CHF | 99.23% | 99.23% |
07/11/2024 | 1.30% | 1.37 CHF | 1.38 CHF | 90,000 | 90,000 | 40,306 | 40,306 | 55,559 CHF | 56,171 CHF | 99.89% | 99.89% |