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 | 0.62% | 1.58 CHF | 1.59 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 36,844 CHF | 37,072 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 35,348 CHF | 35,576 CHF | 98.74% | 98.74% |
18/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 36,065 CHF | 36,293 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 37,184 CHF | 37,414 CHF | 71.57% | 71.57% |
14/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 36,288 CHF | 36,516 CHF | 100.00% | 100.00% |
13/11/2024 | 0.64% | 1.63 CHF | 1.64 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 36,080 CHF | 36,309 CHF | 99.27% | 99.27% |
12/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 36,702 CHF | 36,930 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 23,000 | 23,000 | 22,231 | 22,231 | 37,261 CHF | 37,484 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 37,101 CHF | 37,329 CHF | 100.00% | 100.00% |
07/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 36,682 CHF | 36,911 CHF | 100.00% | 100.00% |