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 | 0.78% | 1.24 CHF | 1.25 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 140,229 CHF | 141,334 CHF | 99.46% | 99.46% |
19/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 115,000 | 115,000 | 113,803 | 113,803 | 141,152 CHF | 142,290 CHF | 99.38% | 99.38% |
18/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 140,992 CHF | 142,087 CHF | 99.90% | 99.90% |
15/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 140,845 CHF | 141,940 CHF | 99.93% | 99.93% |
14/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 110,000 | 110,000 | 111,611 | 111,611 | 139,866 CHF | 140,982 CHF | 98.47% | 98.47% |
13/11/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 115,000 | 115,000 | 110,545 | 110,545 | 140,629 CHF | 141,735 CHF | 98.75% | 98.75% |
12/11/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 140,046 CHF | 141,150 CHF | 99.88% | 99.88% |
11/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 147,883 CHF | 148,979 CHF | 99.95% | 99.95% |
08/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 143,914 CHF | 145,009 CHF | 99.03% | 99.03% |
07/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 110,000 | 110,000 | 109,545 | 109,545 | 148,873 CHF | 149,969 CHF | 99.80% | 99.80% |