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 | 0.70% | 1.39 CHF | 1.40 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 32,566 CHF | 32,795 CHF | 100.00% | 100.00% |
19/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 31,057 CHF | 31,285 CHF | 98.77% | 98.77% |
18/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 31,777 CHF | 32,005 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 32,857 CHF | 33,087 CHF | 71.63% | 71.63% |
14/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 31,995 CHF | 32,223 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 31,789 CHF | 32,017 CHF | 99.27% | 99.27% |
12/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 32,424 CHF | 32,652 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 23,000 | 23,000 | 22,258 | 22,258 | 33,135 CHF | 33,358 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 32,836 CHF | 33,064 CHF | 100.00% | 100.00% |
07/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 32,413 CHF | 32,641 CHF | 100.00% | 100.00% |