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 | 0.62% | 1.57 CHF | 1.58 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 88,060 CHF | 88,606 CHF | 99.48% | 99.48% |
19/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 89,213 CHF | 89,756 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 92,842 CHF | 93,372 CHF | 99.90% | 99.90% |
15/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 92,254 CHF | 92,784 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 90,679 CHF | 91,219 CHF | 98.50% | 98.50% |
13/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 90,274 CHF | 90,815 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 54,000 | 54,000 | 53,499 | 53,499 | 91,879 CHF | 92,414 CHF | 99.88% | 99.88% |
11/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 94,421 CHF | 94,951 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 91,215 CHF | 91,755 CHF | 99.04% | 99.04% |
07/11/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 92,785 CHF | 93,314 CHF | 100.00% | 100.00% |