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 | 0.82% | 1.18 CHF | 1.19 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 27,842 CHF | 28,070 CHF | 100.00% | 100.00% |
19/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 26,346 CHF | 26,574 CHF | 98.77% | 98.77% |
18/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 27,072 CHF | 27,301 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 28,107 CHF | 28,337 CHF | 71.78% | 71.78% |
14/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 27,291 CHF | 27,519 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 1.24 CHF | 1.25 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 27,085 CHF | 27,313 CHF | 99.26% | 99.26% |
12/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 27,710 CHF | 27,938 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 23,000 | 23,000 | 22,246 | 22,246 | 28,530 CHF | 28,753 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 28,120 CHF | 28,348 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 27,702 CHF | 27,931 CHF | 100.00% | 100.00% |