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 | 0.55% | 1.79 CHF | 1.80 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 41,590 CHF | 41,819 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 40,093 CHF | 40,321 CHF | 98.74% | 98.74% |
18/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 40,806 CHF | 41,034 CHF | 100.00% | 100.00% |
15/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 41,954 CHF | 42,184 CHF | 71.57% | 71.57% |
14/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 41,024 CHF | 41,252 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 40,826 CHF | 41,054 CHF | 99.27% | 99.27% |
12/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 41,434 CHF | 41,662 CHF | 100.00% | 100.00% |
11/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 23,000 | 23,000 | 22,220 | 22,220 | 41,865 CHF | 42,087 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 41,834 CHF | 42,062 CHF | 100.00% | 100.00% |
07/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 41,404 CHF | 41,632 CHF | 100.00% | 100.00% |