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 | 22,782 | 22,782 | 36,929 CHF | 37,157 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 35,424 CHF | 35,652 CHF | 98.77% | 98.77% |
18/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 36,147 CHF | 36,375 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 37,260 CHF | 37,490 CHF | 71.76% | 71.76% |
14/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 36,348 CHF | 36,576 CHF | 100.00% | 100.00% |
13/11/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 36,143 CHF | 36,371 CHF | 99.27% | 99.27% |
12/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 36,775 CHF | 37,003 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 23,000 | 23,000 | 22,252 | 22,252 | 37,388 CHF | 37,611 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 37,182 CHF | 37,410 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 36,762 CHF | 36,990 CHF | 100.00% | 100.00% |