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 | 0.71% | 1.42 CHF | 1.43 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 59,769 CHF | 60,194 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 60,211 CHF | 60,638 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 57,106 CHF | 57,525 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 55,843 CHF | 56,256 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 58,497 CHF | 58,918 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 58,016 CHF | 58,436 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 55,780 CHF | 56,193 CHF | 99.85% | 99.85% |
11/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 49,759 CHF | 50,159 CHF | 99.70% | 99.70% |
08/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 50,325 CHF | 50,725 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 46,327 CHF | 46,715 CHF | 99.44% | 99.44% |