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 | 0.72% | 1.35 CHF | 1.36 CHF | 110,000 | 110,000 | 108,995 | 108,995 | 153,755 CHF | 154,846 CHF | 95.89% | 95.89% |
19/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 110,000 | 110,000 | 108,820 | 108,820 | 152,518 CHF | 153,608 CHF | 97.17% | 97.17% |
18/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 110,000 | 110,000 | 108,891 | 108,891 | 158,435 CHF | 159,525 CHF | 99.64% | 99.64% |
15/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 110,000 | 110,000 | 108,873 | 108,873 | 151,782 CHF | 152,872 CHF | 99.40% | 99.40% |
14/11/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 110,000 | 110,000 | 108,846 | 108,846 | 149,781 CHF | 150,871 CHF | 98.08% | 98.08% |
13/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 110,000 | 110,000 | 108,893 | 108,893 | 148,496 CHF | 149,586 CHF | 98.40% | 98.40% |
12/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 110,000 | 110,000 | 108,835 | 108,835 | 153,113 CHF | 154,203 CHF | 98.17% | 98.17% |
11/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 110,000 | 110,000 | 108,884 | 108,884 | 156,707 CHF | 157,797 CHF | 99.06% | 99.06% |
08/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 110,000 | 110,000 | 108,085 | 108,085 | 151,905 CHF | 152,995 CHF | 97.61% | 97.61% |
07/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 110,000 | 110,000 | 108,335 | 108,335 | 159,300 CHF | 160,385 CHF | 98.33% | 98.33% |