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 | 1.04% | 1.43 CHF | 1.44 CHF | 132,000 | 132,000 | 58,459 | 58,459 | 86,232 CHF | 86,992 CHF | 99.34% | 99.34% |
19/11/2024 | 1.03% | 1.49 CHF | 1.50 CHF | 131,000 | 131,000 | 58,566 | 58,566 | 86,925 CHF | 87,685 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 1.50 CHF | 1.51 CHF | 130,000 | 130,000 | 58,173 | 58,173 | 87,263 CHF | 88,020 CHF | 99.78% | 99.78% |
15/11/2024 | 1.03% | 1.51 CHF | 1.52 CHF | 130,000 | 130,000 | 58,118 | 58,118 | 87,326 CHF | 88,082 CHF | 100.00% | 100.00% |
14/11/2024 | 1.02% | 1.50 CHF | 1.51 CHF | 130,000 | 130,000 | 58,302 | 58,302 | 88,339 CHF | 89,099 CHF | 98.57% | 98.57% |
13/11/2024 | 0.98% | 1.50 CHF | 1.51 CHF | 130,000 | 130,000 | 57,751 | 57,751 | 89,178 CHF | 89,926 CHF | 99.80% | 99.80% |
12/11/2024 | 0.98% | 1.58 CHF | 1.59 CHF | 128,000 | 128,000 | 57,696 | 57,696 | 90,855 CHF | 91,603 CHF | 99.90% | 99.90% |
11/11/2024 | 1.00% | 1.59 CHF | 1.60 CHF | 128,000 | 128,000 | 57,767 | 57,767 | 90,835 CHF | 91,588 CHF | 99.90% | 99.90% |
08/11/2024 | 1.04% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 59,199 | 59,199 | 88,358 CHF | 89,125 CHF | 99.05% | 99.05% |
07/11/2024 | 1.03% | 1.46 CHF | 1.47 CHF | 133,000 | 133,000 | 59,007 | 59,007 | 87,801 CHF | 88,566 CHF | 100.00% | 100.00% |