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 | 0.59% | 1.66 CHF | 1.67 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 38,703 CHF | 38,931 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 37,200 CHF | 37,428 CHF | 98.75% | 98.75% |
18/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 37,919 CHF | 38,147 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 39,059 CHF | 39,289 CHF | 71.55% | 71.55% |
14/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 38,133 CHF | 38,361 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 37,934 CHF | 38,162 CHF | 99.27% | 99.27% |
12/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 38,552 CHF | 38,780 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 23,000 | 23,000 | 22,231 | 22,231 | 39,072 CHF | 39,294 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 38,950 CHF | 39,178 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 38,541 CHF | 38,769 CHF | 100.00% | 100.00% |