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% | 1.72 CHF | 1.73 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 97,541 CHF | 98,101 CHF | 99.48% | 99.48% |
19/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 56,000 | 56,000 | 56,528 | 56,528 | 97,126 CHF | 97,691 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 98,633 CHF | 99,193 CHF | 99.89% | 99.89% |
15/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 97,811 CHF | 98,371 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 56,000 | 56,000 | 58,616 | 58,616 | 98,515 CHF | 99,101 CHF | 98.67% | 98.67% |
13/11/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 60,000 | 60,000 | 58,264 | 58,264 | 98,047 CHF | 98,630 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 98,015 CHF | 98,575 CHF | 99.88% | 99.88% |
11/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 99,918 CHF | 100,477 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 98,121 CHF | 98,681 CHF | 99.04% | 99.04% |
07/11/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 101,283 CHF | 101,843 CHF | 100.00% | 100.00% |