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 | 0.77% | 1.31 CHF | 1.32 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 54,949 CHF | 55,374 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 55,382 CHF | 55,810 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 52,434 CHF | 52,853 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 51,156 CHF | 51,569 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 53,781 CHF | 54,202 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 53,295 CHF | 53,715 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 51,135 CHF | 51,548 CHF | 99.85% | 99.85% |
11/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 45,273 CHF | 45,673 CHF | 99.72% | 99.72% |
08/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 40,000 | 40,000 | 39,993 | 39,993 | 45,799 CHF | 46,199 CHF | 100.00% | 100.00% |
07/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 41,977 CHF | 42,365 CHF | 99.44% | 99.44% |