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 | 0.53% | 1.85 CHF | 1.86 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 43,047 CHF | 43,276 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 41,548 CHF | 41,776 CHF | 98.75% | 98.75% |
18/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 42,274 CHF | 42,502 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 43,438 CHF | 43,668 CHF | 71.43% | 71.43% |
14/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 42,470 CHF | 42,698 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 1.90 CHF | 1.91 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 42,270 CHF | 42,499 CHF | 99.27% | 99.27% |
12/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 42,903 CHF | 43,131 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 23,000 | 23,000 | 22,261 | 22,261 | 43,379 CHF | 43,601 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 43,288 CHF | 43,516 CHF | 100.00% | 100.00% |
07/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 42,889 CHF | 43,117 CHF | 100.00% | 100.00% |