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 | 0.78% | 1.24 CHF | 1.25 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 47,616 CHF | 47,989 CHF | 99.43% | 99.43% |
19/11/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 42,915 CHF | 43,297 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 48,272 CHF | 48,643 CHF | 99.88% | 99.88% |
15/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 48,909 CHF | 49,279 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 48,654 CHF | 49,024 CHF | 98.56% | 98.56% |
13/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 47,470 CHF | 47,840 CHF | 100.00% | 100.00% |
12/11/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 50,429 CHF | 50,798 CHF | 99.88% | 99.88% |
11/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 53,302 CHF | 53,662 CHF | 100.00% | 100.00% |
08/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 52,426 CHF | 52,786 CHF | 98.30% | 98.30% |
07/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 55,146 CHF | 55,506 CHF | 100.00% | 100.00% |