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% | 1.46 CHF | 1.47 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 76,890 CHF | 77,417 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 75,771 CHF | 76,306 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 73,849 CHF | 74,385 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 56,000 | 56,000 | 54,119 | 54,119 | 71,828 CHF | 72,369 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 68,677 CHF | 69,225 CHF | 99.33% | 99.33% |
13/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 70,736 CHF | 71,280 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 1.25 CHF | 1.26 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 72,142 CHF | 72,695 CHF | 68.32% | 100.00% |
11/11/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 55,000 | 55,000 | 52,699 | 52,699 | 76,445 CHF | 76,972 CHF | 99.93% | 99.93% |
08/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 54,000 | 54,000 | 51,726 | 51,726 | 80,965 CHF | 81,482 CHF | 100.00% | 100.00% |
07/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 51,000 | 51,000 | 49,706 | 49,706 | 89,184 CHF | 89,681 CHF | 98.53% | 98.53% |