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 | 0.58% | 1.68 CHF | 1.69 CHF | 38,200 | 38,200 | 37,555 | 37,555 | 64,701 CHF | 65,076 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 34,900 | 34,900 | 35,445 | 35,445 | 61,843 CHF | 62,197 CHF | 100.00% | 100.00% |
18/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 33,300 | 33,300 | 33,163 | 33,163 | 61,827 CHF | 62,159 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 33,700 | 33,700 | 33,561 | 33,561 | 66,265 CHF | 66,601 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 33,800 | 33,800 | 33,661 | 33,661 | 65,873 CHF | 66,210 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 34,100 | 34,100 | 33,959 | 33,959 | 64,048 CHF | 64,387 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 33,100 | 33,100 | 32,964 | 32,964 | 63,800 CHF | 64,130 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 32,600 | 32,600 | 32,011 | 32,011 | 66,452 CHF | 66,772 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 32,300 | 32,300 | 31,145 | 31,145 | 65,579 CHF | 65,890 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 32,600 | 32,600 | 32,711 | 32,711 | 67,538 CHF | 67,865 CHF | 100.00% | 100.00% |