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 | 0.95% | 1.56 CHF | 1.57 CHF | 132,000 | 132,000 | 58,466 | 58,466 | 93,869 CHF | 94,630 CHF | 99.38% | 99.38% |
19/11/2024 | 0.95% | 1.62 CHF | 1.63 CHF | 131,000 | 131,000 | 58,568 | 58,568 | 94,550 CHF | 95,310 CHF | 100.00% | 100.00% |
18/11/2024 | 0.94% | 1.63 CHF | 1.64 CHF | 130,000 | 130,000 | 58,115 | 58,115 | 94,744 CHF | 95,501 CHF | 99.73% | 99.73% |
15/11/2024 | 0.95% | 1.64 CHF | 1.65 CHF | 130,000 | 130,000 | 58,118 | 58,118 | 94,941 CHF | 95,697 CHF | 100.00% | 100.00% |
14/11/2024 | 0.94% | 1.63 CHF | 1.64 CHF | 130,000 | 130,000 | 58,301 | 58,301 | 95,947 CHF | 96,708 CHF | 98.57% | 98.57% |
13/11/2024 | 0.91% | 1.63 CHF | 1.64 CHF | 130,000 | 130,000 | 57,620 | 57,620 | 96,447 CHF | 97,195 CHF | 98.70% | 98.70% |
12/11/2024 | 0.91% | 1.71 CHF | 1.72 CHF | 128,000 | 128,000 | 57,703 | 57,703 | 98,361 CHF | 99,110 CHF | 99.87% | 99.87% |
11/11/2024 | 0.92% | 1.72 CHF | 1.73 CHF | 128,000 | 128,000 | 57,768 | 57,768 | 98,322 CHF | 99,074 CHF | 99.90% | 99.90% |
08/11/2024 | 0.96% | 1.66 CHF | 1.67 CHF | 130,000 | 130,000 | 59,196 | 59,196 | 95,954 CHF | 96,721 CHF | 99.04% | 99.04% |
07/11/2024 | 0.95% | 1.59 CHF | 1.60 CHF | 133,000 | 133,000 | 59,046 | 59,046 | 95,468 CHF | 96,233 CHF | 99.96% | 99.96% |