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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 63,800 | 63,800 | 64,601 | 64,601 | 64,948 CHF | 65,594 CHF | 99.98% | 99.98% |
20/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 61,500 | 61,500 | 61,710 | 61,710 | 62,636 CHF | 63,253 CHF | 100.00% | 100.00% |
19/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 61,700 | 61,700 | 62,910 | 62,910 | 61,420 CHF | 62,049 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 61,700 | 61,700 | 62,106 | 62,106 | 61,798 CHF | 62,419 CHF | 100.00% | 100.00% |
15/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 60,500 | 60,500 | 60,500 | 60,500 | 62,381 CHF | 62,986 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 63,400 | 63,400 | 63,939 | 63,939 | 64,317 CHF | 64,956 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 64,000 | 64,000 | 63,558 | 63,558 | 62,350 CHF | 62,986 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 60,400 | 60,400 | 59,354 | 59,354 | 60,160 CHF | 60,753 CHF | 99.86% | 99.86% |
11/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 59,300 | 59,300 | 59,129 | 59,129 | 64,079 CHF | 64,670 CHF | 99.66% | 99.66% |
08/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 59,200 | 59,200 | 59,139 | 59,139 | 63,567 CHF | 64,158 CHF | 99.45% | 99.45% |