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 | 0.57% | 1.76 CHF | 1.77 CHF | 131,000 | 131,000 | 129,301 | 129,301 | 225,360 CHF | 226,653 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 130,000 | 130,000 | 129,933 | 129,933 | 227,693 CHF | 228,992 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 128,000 | 128,000 | 128,567 | 128,567 | 222,438 CHF | 223,723 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 128,000 | 128,000 | 126,945 | 126,945 | 215,994 CHF | 217,264 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 126,000 | 126,000 | 126,712 | 126,712 | 214,900 CHF | 216,168 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 127,000 | 127,000 | 126,475 | 126,475 | 214,201 CHF | 215,466 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 126,000 | 126,000 | 123,947 | 123,947 | 203,924 CHF | 205,164 CHF | 100.00% | 100.00% |
11/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 122,000 | 122,000 | 122,266 | 122,266 | 197,486 CHF | 198,708 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 125,000 | 125,000 | 124,042 | 124,042 | 204,897 CHF | 206,137 CHF | 99.18% | 99.18% |
07/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 122,000 | 122,000 | 122,544 | 122,544 | 198,529 CHF | 199,754 CHF | 100.00% | 100.00% |