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 | 0.67% | 1.47 CHF | 1.48 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 34,461 CHF | 34,689 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 32,965 CHF | 33,193 CHF | 98.74% | 98.74% |
18/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 33,685 CHF | 33,913 CHF | 100.00% | 100.00% |
15/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 34,786 CHF | 35,016 CHF | 71.57% | 71.57% |
14/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 33,915 CHF | 34,143 CHF | 100.00% | 100.00% |
13/11/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 33,711 CHF | 33,939 CHF | 99.26% | 99.26% |
12/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 34,328 CHF | 34,557 CHF | 100.00% | 100.00% |
11/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 23,000 | 23,000 | 22,246 | 22,246 | 34,982 CHF | 35,205 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 34,727 CHF | 34,955 CHF | 100.00% | 100.00% |
07/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 34,310 CHF | 34,538 CHF | 100.00% | 100.00% |