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 | 0.75% | 1.37 CHF | 1.38 CHF | 80,000 | 80,000 | 36,575 | 36,575 | 49,678 CHF | 50,045 CHF | 99.34% | 99.34% |
19/11/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 82,000 | 82,000 | 36,857 | 36,857 | 47,605 CHF | 47,975 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.29 CHF | 1.30 CHF | 82,000 | 82,000 | 36,832 | 36,832 | 46,640 CHF | 47,009 CHF | 99.78% | 99.78% |
15/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 82,000 | 82,000 | 36,817 | 36,817 | 48,213 CHF | 48,582 CHF | 99.90% | 99.90% |
14/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 82,000 | 82,000 | 36,164 | 36,164 | 48,404 CHF | 48,766 CHF | 98.51% | 98.51% |
13/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 81,000 | 81,000 | 36,668 | 36,668 | 49,598 CHF | 49,965 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 81,000 | 81,000 | 36,569 | 36,569 | 49,913 CHF | 50,279 CHF | 99.88% | 99.88% |
11/11/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 80,000 | 80,000 | 35,644 | 35,644 | 49,888 CHF | 50,245 CHF | 99.90% | 99.90% |
08/11/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 80,000 | 80,000 | 36,548 | 36,548 | 50,795 CHF | 51,162 CHF | 99.05% | 99.05% |
07/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 81,000 | 81,000 | 35,877 | 35,877 | 49,448 CHF | 49,807 CHF | 99.90% | 99.90% |