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 | 0.67% | 1.53 CHF | 1.54 CHF | 80,000 | 80,000 | 36,581 | 36,581 | 55,557 CHF | 55,924 CHF | 99.39% | 99.39% |
19/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 82,000 | 82,000 | 36,853 | 36,853 | 53,497 CHF | 53,867 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 1.45 CHF | 1.46 CHF | 82,000 | 82,000 | 36,850 | 36,850 | 52,580 CHF | 52,949 CHF | 99.88% | 99.88% |
15/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 82,000 | 82,000 | 36,736 | 36,736 | 54,022 CHF | 54,390 CHF | 99.72% | 99.72% |
14/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 82,000 | 82,000 | 36,091 | 36,091 | 54,139 CHF | 54,501 CHF | 98.38% | 98.38% |
13/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 81,000 | 81,000 | 36,669 | 36,669 | 55,471 CHF | 55,839 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 81,000 | 81,000 | 36,571 | 36,571 | 55,775 CHF | 56,141 CHF | 99.88% | 99.88% |
11/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 80,000 | 80,000 | 35,644 | 35,644 | 55,590 CHF | 55,947 CHF | 99.90% | 99.90% |
08/11/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 80,000 | 80,000 | 36,551 | 36,551 | 56,588 CHF | 56,955 CHF | 99.04% | 99.04% |
07/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 81,000 | 81,000 | 35,878 | 35,878 | 55,143 CHF | 55,502 CHF | 99.90% | 99.90% |