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 | 0.77% | 1.30 CHF | 1.31 CHF | 60,300 | 60,300 | 58,821 | 58,821 | 76,438 CHF | 77,026 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 62,400 | 62,400 | 60,710 | 60,710 | 76,391 CHF | 76,998 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 64,700 | 64,700 | 63,015 | 63,015 | 77,213 CHF | 77,843 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 68,700 | 68,700 | 66,362 | 66,362 | 78,304 CHF | 78,968 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 68,100 | 68,100 | 66,579 | 66,579 | 74,426 CHF | 75,092 CHF | 99.35% | 99.35% |
13/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 68,100 | 68,100 | 66,215 | 66,215 | 76,545 CHF | 77,207 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 63,600 | 63,600 | 62,821 | 62,821 | 73,027 CHF | 73,655 CHF | 68.32% | 100.00% |
11/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 58,700 | 58,700 | 56,217 | 56,217 | 72,917 CHF | 73,479 CHF | 99.93% | 99.93% |
08/11/2024 | 0.70% | 1.35 CHF | 1.36 CHF | 48,700 | 48,700 | 46,653 | 46,653 | 66,102 CHF | 66,569 CHF | 100.00% | 100.00% |
07/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,100 | 50,100 | 48,829 | 48,829 | 81,965 CHF | 82,453 CHF | 98.53% | 98.53% |