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 | 1.68% | 0.59 CHF | 0.60 CHF | 101,800 | 101,800 | 101,380 | 101,380 | 59,790 CHF | 60,804 CHF | 100.00% | 100.00% |
19/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100,800 | 100,800 | 100,385 | 100,385 | 60,218 CHF | 61,222 CHF | 99.88% | 99.88% |
18/11/2024 | 1.50% | 0.61 CHF | 0.62 CHF | 91,500 | 91,500 | 90,509 | 90,509 | 59,954 CHF | 60,859 CHF | 100.00% | 100.00% |
15/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 79,500 | 79,500 | 79,172 | 79,172 | 58,194 CHF | 58,986 CHF | 100.00% | 100.00% |
14/11/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 68,400 | 68,400 | 67,626 | 67,626 | 56,377 CHF | 57,053 CHF | 99.45% | 99.45% |
13/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 66,400 | 66,400 | 66,126 | 66,126 | 59,847 CHF | 60,509 CHF | 100.00% | 100.00% |
12/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 64,000 | 64,000 | 63,736 | 63,736 | 59,547 CHF | 60,185 CHF | 99.90% | 99.90% |
11/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 66,300 | 66,300 | 66,027 | 66,027 | 64,639 CHF | 65,300 CHF | 100.00% | 100.00% |
08/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 65,400 | 65,400 | 65,127 | 65,127 | 62,577 CHF | 63,228 CHF | 98.93% | 98.93% |
07/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 68,500 | 68,500 | 68,218 | 68,218 | 66,862 CHF | 67,544 CHF | 100.00% | 100.00% |