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 | 0.58% | 1.71 CHF | 1.72 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 90,047 CHF | 90,573 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 93,190 CHF | 93,726 CHF | 100.00% | 100.00% |
18/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 95,705 CHF | 96,241 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 100,317 CHF | 100,859 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 105,769 CHF | 106,316 CHF | 99.33% | 99.33% |
13/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 102,576 CHF | 103,121 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 104,622 CHF | 105,175 CHF | 68.32% | 100.00% |
11/11/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 55,000 | 55,000 | 52,699 | 52,699 | 92,809 CHF | 93,336 CHF | 99.93% | 99.93% |
08/11/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 54,000 | 54,000 | 51,727 | 51,727 | 85,011 CHF | 85,528 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 51,000 | 51,000 | 49,705 | 49,705 | 71,009 CHF | 71,506 CHF | 98.53% | 98.53% |