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 | 1.77% | 0.94 CHF | 0.95 CHF | 132,000 | 132,000 | 58,456 | 58,456 | 51,808 CHF | 52,569 CHF | 99.33% | 99.33% |
19/11/2024 | 1.78% | 0.87 CHF | 0.88 CHF | 131,000 | 131,000 | 58,563 | 58,563 | 51,047 CHF | 51,808 CHF | 100.00% | 100.00% |
18/11/2024 | 1.78% | 0.86 CHF | 0.87 CHF | 130,000 | 130,000 | 58,169 | 58,169 | 50,492 CHF | 51,249 CHF | 99.78% | 99.78% |
15/11/2024 | 1.75% | 0.87 CHF | 0.88 CHF | 130,000 | 130,000 | 58,101 | 58,101 | 50,691 CHF | 51,447 CHF | 100.00% | 100.00% |
14/11/2024 | 1.80% | 0.87 CHF | 0.88 CHF | 130,000 | 130,000 | 58,330 | 58,330 | 50,305 CHF | 51,066 CHF | 98.56% | 98.56% |
13/11/2024 | 1.95% | 0.86 CHF | 0.87 CHF | 130,000 | 130,000 | 57,747 | 57,747 | 47,242 CHF | 47,991 CHF | 99.80% | 99.80% |
12/11/2024 | 1.96% | 0.78 CHF | 0.79 CHF | 128,000 | 128,000 | 57,694 | 57,694 | 45,301 CHF | 46,050 CHF | 99.90% | 99.90% |
11/11/2024 | 1.92% | 0.76 CHF | 0.77 CHF | 128,000 | 128,000 | 57,763 | 57,763 | 45,212 CHF | 45,964 CHF | 99.90% | 99.90% |
08/11/2024 | 1.79% | 0.81 CHF | 0.82 CHF | 130,000 | 130,000 | 59,192 | 59,192 | 50,069 CHF | 50,836 CHF | 99.05% | 99.05% |
07/11/2024 | 1.81% | 0.88 CHF | 0.89 CHF | 133,000 | 133,000 | 59,034 | 59,034 | 50,403 CHF | 51,168 CHF | 100.00% | 100.00% |