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 | 0.56% | 1.75 CHF | 1.76 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 40,855 CHF | 41,083 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 23,000 | 23,000 | 22,779 | 22,779 | 39,354 CHF | 39,582 CHF | 98.75% | 98.75% |
18/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 40,063 CHF | 40,291 CHF | 100.00% | 100.00% |
15/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 41,223 CHF | 41,453 CHF | 71.70% | 71.70% |
14/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 40,287 CHF | 40,516 CHF | 100.00% | 100.00% |
13/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 40,082 CHF | 40,310 CHF | 99.26% | 99.26% |
12/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 40,699 CHF | 40,928 CHF | 100.00% | 100.00% |
11/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 23,000 | 23,000 | 22,246 | 22,246 | 41,206 CHF | 41,429 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 41,101 CHF | 41,329 CHF | 100.00% | 100.00% |
07/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 40,680 CHF | 40,908 CHF | 100.00% | 100.00% |