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 | 0.64% | 1.52 CHF | 1.53 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 85,369 CHF | 85,915 CHF | 99.43% | 99.43% |
19/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 86,538 CHF | 87,081 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 90,210 CHF | 90,740 CHF | 99.88% | 99.88% |
15/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 89,574 CHF | 90,105 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 87,959 CHF | 88,499 CHF | 98.55% | 98.55% |
13/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 87,550 CHF | 88,091 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 1.61 CHF | 1.62 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 89,223 CHF | 89,758 CHF | 99.89% | 99.89% |
11/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 91,780 CHF | 92,310 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 88,534 CHF | 89,074 CHF | 99.05% | 99.05% |
07/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 90,141 CHF | 90,670 CHF | 100.00% | 100.00% |