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 | 0.74% | 1.34 CHF | 1.35 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 112,842 CHF | 113,682 CHF | 100.00% | 100.00% |
27/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 84,000 | 84,000 | 85,722 | 85,722 | 112,900 CHF | 113,757 CHF | 99.96% | 99.96% |
26/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 111,859 CHF | 112,699 CHF | 100.00% | 100.00% |
25/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 84,000 | 84,000 | 84,067 | 84,067 | 111,311 CHF | 112,153 CHF | 99.99% | 99.99% |
22/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 114,343 CHF | 115,223 CHF | 100.00% | 100.00% |
20/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 114,100 CHF | 114,980 CHF | 100.00% | 100.00% |
19/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 112,122 CHF | 113,002 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 112,788 CHF | 113,668 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 112,616 CHF | 113,496 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 111,326 CHF | 112,206 CHF | 100.00% | 100.00% |