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 | 1.66% | 0.58 CHF | 0.59 CHF | 67,600 | 67,600 | 67,054 | 67,054 | 40,190 CHF | 40,861 CHF | 100.00% | 100.00% |
19/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 62,300 | 62,300 | 61,884 | 61,884 | 40,094 CHF | 40,712 CHF | 100.00% | 100.00% |
18/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 61,200 | 61,200 | 60,917 | 60,917 | 41,966 CHF | 42,575 CHF | 100.00% | 100.00% |
15/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 62,600 | 62,600 | 61,958 | 61,958 | 43,055 CHF | 43,675 CHF | 100.00% | 100.00% |
14/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 60,800 | 60,800 | 60,549 | 60,549 | 41,498 CHF | 42,104 CHF | 100.00% | 100.00% |
13/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 74,900 | 74,900 | 73,596 | 73,596 | 53,236 CHF | 53,972 CHF | 100.00% | 100.00% |
12/11/2024 | 1.77% | 0.53 CHF | 0.54 CHF | 72,600 | 72,600 | 71,296 | 71,296 | 40,037 CHF | 40,750 CHF | 99.86% | 99.86% |
11/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 76,000 | 76,000 | 75,989 | 75,989 | 44,959 CHF | 45,719 CHF | 99.68% | 99.68% |
08/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 78,700 | 78,700 | 77,577 | 77,577 | 42,207 CHF | 42,983 CHF | 99.18% | 99.18% |
07/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 88,400 | 88,400 | 88,286 | 88,286 | 47,748 CHF | 48,631 CHF | 99.39% | 99.39% |