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 | 0.77% | 1.29 CHF | 1.30 CHF | 174,000 | 174,000 | 63,973 | 63,973 | 84,004 CHF | 84,645 CHF | 99.82% | 99.82% |
19/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 176,000 | 176,000 | 65,010 | 65,010 | 83,474 CHF | 84,125 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 174,000 | 174,000 | 65,039 | 65,039 | 82,608 CHF | 83,259 CHF | 99.90% | 99.90% |
15/11/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 174,000 | 174,000 | 63,567 | 63,567 | 84,149 CHF | 84,786 CHF | 99.47% | 99.47% |
14/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 168,000 | 168,000 | 60,697 | 60,697 | 89,142 CHF | 89,750 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 168,000 | 168,000 | 60,945 | 60,945 | 92,906 CHF | 93,517 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 1.54 CHF | 1.55 CHF | 166,000 | 166,000 | 58,124 | 58,124 | 93,602 CHF | 94,184 CHF | 99.44% | 99.44% |
11/11/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 158,000 | 158,000 | 57,805 | 57,805 | 105,313 CHF | 105,892 CHF | 99.89% | 99.89% |
08/11/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 152,000 | 152,000 | 56,115 | 56,115 | 108,430 CHF | 108,992 CHF | 100.00% | 100.00% |
07/11/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 152,000 | 152,000 | 56,493 | 56,493 | 110,504 CHF | 111,071 CHF | 99.76% | 99.76% |