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 | 1.18% | 1.25 CHF | 1.26 CHF | 132,000 | 132,000 | 58,463 | 58,463 | 75,907 CHF | 76,667 CHF | 99.37% | 99.37% |
19/11/2024 | 1.17% | 1.31 CHF | 1.32 CHF | 131,000 | 131,000 | 58,563 | 58,563 | 76,591 CHF | 77,351 CHF | 99.99% | 99.99% |
18/11/2024 | 1.16% | 1.33 CHF | 1.34 CHF | 130,000 | 130,000 | 58,140 | 58,140 | 76,872 CHF | 77,629 CHF | 99.76% | 99.76% |
15/11/2024 | 1.17% | 1.33 CHF | 1.34 CHF | 130,000 | 130,000 | 58,117 | 58,117 | 77,026 CHF | 77,782 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 1.32 CHF | 1.33 CHF | 130,000 | 130,000 | 58,189 | 58,189 | 77,776 CHF | 78,535 CHF | 98.43% | 98.43% |
13/11/2024 | 1.11% | 1.33 CHF | 1.34 CHF | 130,000 | 130,000 | 57,512 | 57,512 | 78,620 CHF | 79,368 CHF | 98.93% | 98.93% |
12/11/2024 | 1.10% | 1.40 CHF | 1.41 CHF | 128,000 | 128,000 | 57,700 | 57,700 | 80,704 CHF | 81,453 CHF | 99.88% | 99.88% |
11/11/2024 | 1.12% | 1.42 CHF | 1.43 CHF | 128,000 | 128,000 | 57,666 | 57,666 | 80,557 CHF | 81,309 CHF | 99.76% | 99.76% |
08/11/2024 | 1.18% | 1.36 CHF | 1.37 CHF | 130,000 | 130,000 | 59,195 | 59,195 | 78,067 CHF | 78,834 CHF | 99.04% | 99.04% |
07/11/2024 | 1.17% | 1.29 CHF | 1.30 CHF | 133,000 | 133,000 | 59,042 | 59,042 | 77,547 CHF | 78,312 CHF | 99.96% | 99.96% |