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 | 0.86% | 1.74 CHF | 1.75 CHF | 132,000 | 132,000 | 58,499 | 58,499 | 104,767 CHF | 105,528 CHF | 99.45% | 99.45% |
19/11/2024 | 0.86% | 1.80 CHF | 1.81 CHF | 131,000 | 131,000 | 58,567 | 58,567 | 105,335 CHF | 106,095 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 1.82 CHF | 1.83 CHF | 130,000 | 130,000 | 57,960 | 57,960 | 105,286 CHF | 106,042 CHF | 99.46% | 99.46% |
15/11/2024 | 0.85% | 1.82 CHF | 1.83 CHF | 130,000 | 130,000 | 58,103 | 58,103 | 105,657 CHF | 106,413 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 1.82 CHF | 1.83 CHF | 130,000 | 130,000 | 58,209 | 58,209 | 106,566 CHF | 107,325 CHF | 98.49% | 98.49% |
13/11/2024 | 0.82% | 1.82 CHF | 1.83 CHF | 130,000 | 130,000 | 57,513 | 57,513 | 106,846 CHF | 107,594 CHF | 99.05% | 99.05% |
12/11/2024 | 0.82% | 1.89 CHF | 1.90 CHF | 128,000 | 128,000 | 57,704 | 57,704 | 108,970 CHF | 109,719 CHF | 99.88% | 99.88% |
11/11/2024 | 0.83% | 1.91 CHF | 1.92 CHF | 128,000 | 128,000 | 57,764 | 57,764 | 108,892 CHF | 109,644 CHF | 99.90% | 99.90% |
08/11/2024 | 0.86% | 1.84 CHF | 1.85 CHF | 130,000 | 130,000 | 59,197 | 59,197 | 106,715 CHF | 107,482 CHF | 99.04% | 99.04% |
07/11/2024 | 0.85% | 1.77 CHF | 1.78 CHF | 133,000 | 133,000 | 59,005 | 59,005 | 106,099 CHF | 106,863 CHF | 100.00% | 100.00% |