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 | 0.83% | 1.23 CHF | 1.24 CHF | 80,000 | 80,000 | 36,579 | 36,579 | 44,606 CHF | 44,973 CHF | 99.38% | 99.38% |
19/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 82,000 | 82,000 | 36,857 | 36,857 | 42,539 CHF | 42,908 CHF | 100.00% | 100.00% |
18/11/2024 | 0.91% | 1.15 CHF | 1.16 CHF | 82,000 | 82,000 | 36,868 | 36,868 | 41,573 CHF | 41,942 CHF | 99.87% | 99.87% |
15/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 82,000 | 82,000 | 36,735 | 36,735 | 43,014 CHF | 43,382 CHF | 99.72% | 99.72% |
14/11/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 82,000 | 82,000 | 36,090 | 36,090 | 43,324 CHF | 43,686 CHF | 98.39% | 98.39% |
13/11/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 81,000 | 81,000 | 36,668 | 36,668 | 44,565 CHF | 44,933 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 81,000 | 81,000 | 36,569 | 36,569 | 44,909 CHF | 45,275 CHF | 99.88% | 99.88% |
11/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 80,000 | 80,000 | 35,580 | 35,580 | 44,952 CHF | 45,309 CHF | 99.76% | 99.76% |
08/11/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 80,000 | 80,000 | 36,549 | 36,549 | 45,871 CHF | 46,237 CHF | 99.04% | 99.04% |
07/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 81,000 | 81,000 | 35,877 | 35,877 | 44,583 CHF | 44,943 CHF | 99.90% | 99.90% |