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 | 0.53% | 1.81 CHF | 1.82 CHF | 108,000 | 108,000 | 107,011 | 107,011 | 200,012 CHF | 201,083 CHF | 99.28% | 99.28% |
19/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 199,491 CHF | 200,564 CHF | 99.98% | 99.98% |
18/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 104,000 | 104,000 | 104,488 | 104,488 | 200,149 CHF | 201,194 CHF | 99.89% | 99.89% |
15/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 199,759 CHF | 200,835 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 197,452 CHF | 198,527 CHF | 98.63% | 98.63% |
13/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 196,073 CHF | 197,149 CHF | 99.98% | 99.98% |
12/11/2024 | 0.53% | 1.80 CHF | 1.81 CHF | 108,000 | 108,000 | 107,551 | 107,551 | 200,718 CHF | 201,794 CHF | 99.13% | 99.13% |
11/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 104,000 | 104,000 | 106,442 | 106,442 | 202,526 CHF | 203,590 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 201,093 CHF | 202,169 CHF | 99.04% | 99.04% |
07/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 200,471 CHF | 201,506 CHF | 100.00% | 100.00% |