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 | 1.11% | 1.33 CHF | 1.34 CHF | 132,000 | 132,000 | 58,455 | 58,455 | 80,788 CHF | 81,548 CHF | 99.33% | 99.33% |
19/11/2024 | 1.10% | 1.39 CHF | 1.40 CHF | 131,000 | 131,000 | 58,566 | 58,566 | 81,424 CHF | 82,184 CHF | 100.00% | 100.00% |
18/11/2024 | 1.09% | 1.41 CHF | 1.42 CHF | 130,000 | 130,000 | 58,169 | 58,169 | 81,853 CHF | 82,610 CHF | 99.77% | 99.77% |
15/11/2024 | 1.10% | 1.41 CHF | 1.42 CHF | 130,000 | 130,000 | 58,118 | 58,118 | 81,851 CHF | 82,607 CHF | 100.00% | 100.00% |
14/11/2024 | 1.09% | 1.41 CHF | 1.42 CHF | 130,000 | 130,000 | 58,302 | 58,302 | 82,820 CHF | 83,580 CHF | 98.57% | 98.57% |
13/11/2024 | 1.05% | 1.41 CHF | 1.42 CHF | 130,000 | 130,000 | 57,751 | 57,751 | 83,828 CHF | 84,577 CHF | 99.80% | 99.80% |
12/11/2024 | 1.04% | 1.49 CHF | 1.50 CHF | 128,000 | 128,000 | 57,701 | 57,701 | 85,512 CHF | 86,261 CHF | 99.88% | 99.88% |
11/11/2024 | 1.06% | 1.50 CHF | 1.51 CHF | 128,000 | 128,000 | 57,767 | 57,767 | 85,459 CHF | 86,212 CHF | 99.90% | 99.90% |
08/11/2024 | 1.11% | 1.44 CHF | 1.45 CHF | 130,000 | 130,000 | 59,198 | 59,198 | 82,918 CHF | 83,685 CHF | 99.05% | 99.05% |
07/11/2024 | 1.10% | 1.37 CHF | 1.38 CHF | 133,000 | 133,000 | 59,007 | 59,007 | 82,380 CHF | 83,145 CHF | 100.00% | 100.00% |