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 | 0.53% | 1.97 CHF | 1.98 CHF | 124,000 | 124,000 | 55,090 | 55,090 | 107,133 CHF | 107,685 CHF | 99.89% | 99.89% |
19/11/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 122,000 | 122,000 | 53,230 | 53,230 | 101,422 CHF | 101,956 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 1.91 CHF | 1.92 CHF | 122,000 | 122,000 | 53,568 | 53,568 | 99,284 CHF | 99,978 CHF | 99.89% | 99.89% |
15/11/2024 | 0.85% | 1.82 CHF | 1.83 CHF | 118,000 | 118,000 | 47,069 | 47,069 | 85,626 CHF | 86,194 CHF | 99.45% | 99.45% |
14/11/2024 | 0.85% | 1.82 CHF | 1.83 CHF | 118,000 | 118,000 | 53,075 | 53,075 | 96,636 CHF | 97,326 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 1.81 CHF | 1.82 CHF | 118,000 | 118,000 | 53,084 | 53,084 | 95,476 CHF | 96,165 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 1.80 CHF | 1.81 CHF | 118,000 | 118,000 | 53,099 | 53,099 | 95,744 CHF | 96,434 CHF | 99.85% | 99.85% |
11/11/2024 | 0.85% | 1.80 CHF | 1.81 CHF | 118,000 | 118,000 | 53,068 | 53,068 | 95,774 CHF | 96,464 CHF | 99.59% | 99.59% |
08/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 120,000 | 120,000 | 54,252 | 54,252 | 98,453 CHF | 98,996 CHF | 99.23% | 99.23% |
07/11/2024 | 0.63% | 1.81 CHF | 1.82 CHF | 120,000 | 120,000 | 52,349 | 52,349 | 94,916 CHF | 95,466 CHF | 99.90% | 99.90% |