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 | 1.02% | 1.45 CHF | 1.46 CHF | 132,000 | 132,000 | 58,501 | 58,501 | 87,818 CHF | 88,578 CHF | 99.47% | 99.47% |
19/11/2024 | 1.02% | 1.51 CHF | 1.52 CHF | 131,000 | 131,000 | 58,567 | 58,567 | 88,386 CHF | 89,147 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 57,961 | 57,961 | 88,471 CHF | 89,226 CHF | 99.46% | 99.46% |
15/11/2024 | 1.01% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 58,117 | 58,117 | 88,810 CHF | 89,566 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 58,206 | 58,206 | 89,619 CHF | 90,378 CHF | 98.51% | 98.51% |
13/11/2024 | 0.97% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 57,513 | 57,513 | 90,269 CHF | 91,017 CHF | 99.07% | 99.07% |
12/11/2024 | 0.96% | 1.61 CHF | 1.62 CHF | 128,000 | 128,000 | 57,718 | 57,718 | 92,358 CHF | 93,107 CHF | 99.81% | 99.81% |
11/11/2024 | 0.98% | 1.62 CHF | 1.63 CHF | 128,000 | 128,000 | 57,767 | 57,767 | 92,314 CHF | 93,066 CHF | 99.90% | 99.90% |
08/11/2024 | 1.02% | 1.56 CHF | 1.57 CHF | 130,000 | 130,000 | 59,196 | 59,196 | 89,872 CHF | 90,639 CHF | 99.04% | 99.04% |
07/11/2024 | 1.01% | 1.49 CHF | 1.50 CHF | 133,000 | 133,000 | 59,042 | 59,042 | 89,329 CHF | 90,094 CHF | 99.96% | 99.96% |