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% | 1.37 CHF | 1.38 CHF | 124,000 | 124,000 | 55,091 | 55,091 | 73,956 CHF | 74,508 CHF | 99.89% | 99.89% |
19/11/2024 | 0.78% | 1.32 CHF | 1.33 CHF | 122,000 | 122,000 | 53,232 | 53,232 | 69,503 CHF | 70,036 CHF | 100.00% | 100.00% |
18/11/2024 | 1.27% | 1.31 CHF | 1.32 CHF | 122,000 | 122,000 | 53,567 | 53,567 | 67,047 CHF | 67,741 CHF | 99.89% | 99.89% |
15/11/2024 | 1.27% | 1.22 CHF | 1.23 CHF | 118,000 | 118,000 | 47,068 | 47,068 | 57,268 CHF | 57,836 CHF | 99.45% | 99.45% |
14/11/2024 | 1.27% | 1.22 CHF | 1.23 CHF | 118,000 | 118,000 | 53,075 | 53,075 | 64,661 CHF | 65,350 CHF | 100.00% | 100.00% |
13/11/2024 | 1.28% | 1.21 CHF | 1.22 CHF | 118,000 | 118,000 | 53,087 | 53,087 | 63,662 CHF | 64,352 CHF | 100.00% | 100.00% |
12/11/2024 | 1.27% | 1.21 CHF | 1.22 CHF | 118,000 | 118,000 | 53,087 | 53,087 | 64,014 CHF | 64,704 CHF | 99.85% | 99.85% |
11/11/2024 | 1.27% | 1.20 CHF | 1.21 CHF | 118,000 | 118,000 | 53,070 | 53,070 | 64,079 CHF | 64,769 CHF | 99.63% | 99.63% |
08/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 120,000 | 120,000 | 54,071 | 54,071 | 66,065 CHF | 66,607 CHF | 100.00% | 100.00% |
07/11/2024 | 0.93% | 1.22 CHF | 1.23 CHF | 120,000 | 120,000 | 52,349 | 52,349 | 63,814 CHF | 64,364 CHF | 99.90% | 99.90% |