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 | 0.58% | 1.71 CHF | 1.72 CHF | 108,000 | 108,000 | 108,038 | 108,038 | 184,416 CHF | 185,496 CHF | 99.91% | 99.91% |
27/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 108,000 | 108,000 | 108,871 | 108,871 | 182,727 CHF | 183,815 CHF | 100.00% | 100.00% |
26/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 109,000 | 109,000 | 108,799 | 108,799 | 184,227 CHF | 185,315 CHF | 100.00% | 100.00% |
25/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 109,000 | 109,000 | 108,929 | 108,929 | 183,248 CHF | 184,337 CHF | 100.00% | 100.00% |
22/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 109,000 | 109,000 | 109,226 | 109,226 | 182,033 CHF | 183,125 CHF | 99.64% | 99.64% |
20/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 169,055 CHF | 170,178 CHF | 99.48% | 99.48% |
19/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 167,798 CHF | 168,927 CHF | 100.00% | 100.00% |
18/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 167,143 CHF | 168,273 CHF | 99.89% | 99.89% |
15/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 165,813 CHF | 166,950 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 114,000 | 114,000 | 114,610 | 114,610 | 161,676 CHF | 162,822 CHF | 98.66% | 98.66% |