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 | 1.28% | 1.15 CHF | 1.16 CHF | 132,000 | 132,000 | 58,465 | 58,465 | 69,932 CHF | 70,692 CHF | 99.38% | 99.38% |
19/11/2024 | 1.27% | 1.21 CHF | 1.22 CHF | 131,000 | 131,000 | 58,560 | 58,560 | 70,620 CHF | 71,380 CHF | 99.99% | 99.99% |
18/11/2024 | 1.26% | 1.22 CHF | 1.23 CHF | 130,000 | 130,000 | 58,116 | 58,116 | 70,919 CHF | 71,675 CHF | 99.71% | 99.71% |
15/11/2024 | 1.27% | 1.23 CHF | 1.24 CHF | 130,000 | 130,000 | 58,103 | 58,103 | 71,057 CHF | 71,813 CHF | 100.00% | 100.00% |
14/11/2024 | 1.25% | 1.22 CHF | 1.23 CHF | 130,000 | 130,000 | 58,296 | 58,296 | 72,018 CHF | 72,778 CHF | 98.60% | 98.60% |
13/11/2024 | 1.20% | 1.22 CHF | 1.23 CHF | 130,000 | 130,000 | 57,434 | 57,434 | 72,707 CHF | 73,454 CHF | 99.02% | 99.02% |
12/11/2024 | 1.19% | 1.30 CHF | 1.31 CHF | 128,000 | 128,000 | 57,704 | 57,704 | 74,851 CHF | 75,599 CHF | 99.87% | 99.87% |
11/11/2024 | 1.21% | 1.32 CHF | 1.33 CHF | 128,000 | 128,000 | 57,666 | 57,666 | 74,722 CHF | 75,473 CHF | 99.76% | 99.76% |
08/11/2024 | 1.28% | 1.26 CHF | 1.27 CHF | 130,000 | 130,000 | 59,195 | 59,195 | 72,135 CHF | 72,903 CHF | 99.04% | 99.04% |
07/11/2024 | 1.26% | 1.19 CHF | 1.20 CHF | 133,000 | 133,000 | 59,042 | 59,042 | 71,615 CHF | 72,380 CHF | 99.96% | 99.96% |