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 | 0.64% | 1.53 CHF | 1.54 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 172,694 CHF | 173,799 CHF | 99.28% | 99.28% |
19/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 115,000 | 115,000 | 113,800 | 113,800 | 174,524 CHF | 175,662 CHF | 99.69% | 99.69% |
18/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 110,000 | 110,000 | 109,539 | 109,539 | 173,239 CHF | 174,334 CHF | 98.43% | 98.43% |
15/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 173,128 CHF | 174,223 CHF | 99.97% | 99.97% |
14/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 110,000 | 110,000 | 111,612 | 111,612 | 172,642 CHF | 173,758 CHF | 98.30% | 98.30% |
13/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 115,000 | 115,000 | 110,682 | 110,682 | 173,361 CHF | 174,467 CHF | 99.18% | 99.18% |
12/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 115,000 | 115,000 | 110,411 | 110,411 | 172,449 CHF | 173,554 CHF | 99.66% | 99.66% |
11/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 180,085 CHF | 181,181 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 176,246 CHF | 177,341 CHF | 99.04% | 99.04% |
07/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 110,000 | 110,000 | 109,543 | 109,543 | 181,326 CHF | 182,421 CHF | 99.19% | 99.19% |