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 | 0.91% | 1.63 CHF | 1.64 CHF | 132,000 | 132,000 | 58,460 | 58,460 | 98,030 CHF | 98,791 CHF | 99.34% | 99.34% |
19/11/2024 | 0.91% | 1.69 CHF | 1.70 CHF | 131,000 | 131,000 | 58,578 | 58,578 | 98,716 CHF | 99,476 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 1.71 CHF | 1.72 CHF | 130,000 | 130,000 | 58,173 | 58,173 | 98,958 CHF | 99,715 CHF | 99.78% | 99.78% |
15/11/2024 | 0.91% | 1.71 CHF | 1.72 CHF | 130,000 | 130,000 | 58,103 | 58,103 | 99,078 CHF | 99,833 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 1.70 CHF | 1.71 CHF | 130,000 | 130,000 | 58,306 | 58,306 | 100,076 CHF | 100,836 CHF | 98.50% | 98.50% |
13/11/2024 | 0.87% | 1.70 CHF | 1.71 CHF | 130,000 | 130,000 | 57,749 | 57,749 | 100,776 CHF | 101,524 CHF | 99.80% | 99.80% |
12/11/2024 | 0.87% | 1.78 CHF | 1.79 CHF | 128,000 | 128,000 | 57,696 | 57,696 | 102,420 CHF | 103,168 CHF | 99.90% | 99.90% |
11/11/2024 | 0.88% | 1.79 CHF | 1.80 CHF | 128,000 | 128,000 | 57,768 | 57,768 | 102,396 CHF | 103,148 CHF | 99.90% | 99.90% |
08/11/2024 | 0.92% | 1.73 CHF | 1.74 CHF | 130,000 | 130,000 | 59,195 | 59,195 | 100,095 CHF | 100,862 CHF | 99.05% | 99.05% |
07/11/2024 | 0.91% | 1.66 CHF | 1.67 CHF | 133,000 | 133,000 | 59,032 | 59,032 | 99,575 CHF | 100,339 CHF | 100.00% | 100.00% |