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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 127,550 CHF | 128,390 CHF | 100.00% | 100.00% |
27/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 84,000 | 84,000 | 85,725 | 85,725 | 127,927 CHF | 128,784 CHF | 100.00% | 100.00% |
26/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 126,537 CHF | 127,377 CHF | 100.00% | 100.00% |
25/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 84,000 | 84,000 | 84,063 | 84,063 | 126,029 CHF | 126,870 CHF | 100.00% | 100.00% |
22/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 129,562 CHF | 130,442 CHF | 99.89% | 99.89% |
20/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 129,406 CHF | 130,286 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 127,851 CHF | 128,731 CHF | 100.00% | 100.00% |
18/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 128,390 CHF | 129,270 CHF | 100.00% | 100.00% |
15/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 128,082 CHF | 128,962 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 126,547 CHF | 127,427 CHF | 99.90% | 99.90% |