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% | 1.70 CHF | 1.71 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 64,935 CHF | 65,307 CHF | 99.44% | 99.44% |
19/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 60,626 CHF | 61,008 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 65,509 CHF | 65,881 CHF | 99.88% | 99.88% |
15/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 66,145 CHF | 66,515 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 65,828 CHF | 66,198 CHF | 98.58% | 98.58% |
13/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 64,670 CHF | 65,040 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 67,600 CHF | 67,969 CHF | 99.90% | 99.90% |
11/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 70,067 CHF | 70,427 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 69,178 CHF | 69,538 CHF | 98.30% | 98.30% |
07/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 71,917 CHF | 72,277 CHF | 100.00% | 100.00% |