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 | 0.76% | 1.29 CHF | 1.30 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 30,235 CHF | 30,463 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 28,741 CHF | 28,969 CHF | 98.78% | 98.78% |
18/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 29,445 CHF | 29,673 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 30,515 CHF | 30,745 CHF | 71.61% | 71.61% |
14/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 29,664 CHF | 29,892 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 1.34 CHF | 1.35 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 29,473 CHF | 29,701 CHF | 99.28% | 99.28% |
12/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 30,094 CHF | 30,322 CHF | 100.00% | 100.00% |
11/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 23,000 | 23,000 | 22,231 | 22,231 | 30,814 CHF | 31,037 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 30,493 CHF | 30,721 CHF | 100.00% | 100.00% |
07/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 30,075 CHF | 30,303 CHF | 100.00% | 100.00% |