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 | 1.53% | 0.62 CHF | 0.63 CHF | 66,500 | 66,500 | 65,682 | 65,682 | 42,514 CHF | 43,171 CHF | 100.00% | 100.00% |
19/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 63,300 | 63,300 | 63,467 | 63,467 | 40,309 CHF | 40,944 CHF | 100.00% | 100.00% |
18/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 61,100 | 61,100 | 61,170 | 61,170 | 41,399 CHF | 42,011 CHF | 100.00% | 100.00% |
15/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 62,000 | 62,000 | 61,375 | 61,375 | 43,366 CHF | 43,980 CHF | 100.00% | 100.00% |
14/11/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 65,100 | 65,100 | 65,130 | 65,130 | 44,231 CHF | 44,882 CHF | 100.00% | 100.00% |
13/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 65,200 | 65,200 | 65,081 | 65,081 | 42,205 CHF | 42,856 CHF | 100.00% | 100.00% |
12/11/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 58,900 | 58,900 | 58,247 | 58,247 | 40,104 CHF | 40,687 CHF | 99.85% | 99.85% |
11/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 60,800 | 60,800 | 60,800 | 60,800 | 45,210 CHF | 45,818 CHF | 99.67% | 99.67% |
08/11/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 60,500 | 60,500 | 60,467 | 60,467 | 41,189 CHF | 41,794 CHF | 99.48% | 99.48% |
07/11/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 55,000 | 55,000 | 54,443 | 54,443 | 41,703 CHF | 42,247 CHF | 100.00% | 100.00% |