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 | 0.66% | 1.46 CHF | 1.47 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 82,138 CHF | 82,684 CHF | 99.48% | 99.48% |
19/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 83,332 CHF | 83,875 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 87,086 CHF | 87,616 CHF | 99.90% | 99.90% |
15/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 86,466 CHF | 86,997 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 84,818 CHF | 85,358 CHF | 98.67% | 98.67% |
13/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 84,388 CHF | 84,929 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 86,118 CHF | 86,653 CHF | 99.88% | 99.88% |
11/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 88,671 CHF | 89,201 CHF | 100.00% | 100.00% |
08/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 85,320 CHF | 85,860 CHF | 99.04% | 99.04% |
07/11/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 87,000 CHF | 87,529 CHF | 100.00% | 100.00% |