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 | 0.83% | 1.81 CHF | 1.82 CHF | 132,000 | 132,000 | 58,459 | 58,459 | 108,727 CHF | 109,487 CHF | 99.34% | 99.34% |
19/11/2024 | 0.82% | 1.87 CHF | 1.88 CHF | 131,000 | 131,000 | 58,577 | 58,577 | 109,375 CHF | 110,135 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 1.89 CHF | 1.90 CHF | 130,000 | 130,000 | 58,173 | 58,173 | 109,632 CHF | 110,389 CHF | 99.78% | 99.78% |
15/11/2024 | 0.82% | 1.89 CHF | 1.90 CHF | 130,000 | 130,000 | 58,118 | 58,118 | 109,717 CHF | 110,473 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 1.89 CHF | 1.90 CHF | 130,000 | 130,000 | 58,308 | 58,308 | 110,722 CHF | 111,483 CHF | 98.57% | 98.57% |
13/11/2024 | 0.79% | 1.89 CHF | 1.90 CHF | 130,000 | 130,000 | 57,751 | 57,751 | 111,261 CHF | 112,010 CHF | 99.80% | 99.80% |
12/11/2024 | 0.79% | 1.96 CHF | 1.97 CHF | 128,000 | 128,000 | 57,703 | 57,703 | 112,882 CHF | 113,631 CHF | 99.88% | 99.88% |
11/11/2024 | 0.80% | 1.97 CHF | 1.98 CHF | 128,000 | 128,000 | 57,768 | 57,768 | 112,846 CHF | 113,598 CHF | 99.90% | 99.90% |
08/11/2024 | 0.83% | 1.91 CHF | 1.92 CHF | 130,000 | 130,000 | 59,199 | 59,199 | 110,724 CHF | 111,492 CHF | 99.05% | 99.05% |
07/11/2024 | 0.82% | 1.84 CHF | 1.85 CHF | 133,000 | 133,000 | 59,035 | 59,035 | 110,189 CHF | 110,954 CHF | 100.00% | 100.00% |