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 | 0.62% | 1.64 CHF | 1.65 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 68,843 CHF | 69,268 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 69,359 CHF | 69,786 CHF | 100.00% | 100.00% |
18/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 66,047 CHF | 66,466 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 64,609 CHF | 65,022 CHF | 100.00% | 100.00% |
14/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 67,479 CHF | 67,900 CHF | 100.00% | 100.00% |
13/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 66,976 CHF | 67,396 CHF | 100.00% | 100.00% |
12/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 64,559 CHF | 64,972 CHF | 99.85% | 99.85% |
11/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 58,278 CHF | 58,677 CHF | 99.65% | 99.65% |
08/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 58,844 CHF | 59,244 CHF | 98.72% | 98.72% |
07/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 54,562 CHF | 54,951 CHF | 99.44% | 99.44% |