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 | 0.99% | 0.97 CHF | 0.98 CHF | 83,800 | 83,800 | 81,616 | 81,616 | 81,763 CHF | 82,579 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 84,100 | 84,100 | 81,888 | 81,888 | 80,515 CHF | 81,334 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 85,100 | 85,100 | 82,884 | 82,884 | 81,870 CHF | 82,699 CHF | 100.00% | 100.00% |
15/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 86,400 | 86,400 | 84,148 | 84,148 | 81,379 CHF | 82,220 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 84,300 | 84,300 | 82,096 | 82,096 | 76,897 CHF | 77,718 CHF | 99.35% | 99.35% |
13/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 84,200 | 84,200 | 82,008 | 82,008 | 81,518 CHF | 82,338 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 78,800 | 78,800 | 76,747 | 76,747 | 75,531 CHF | 76,299 CHF | 100.00% | 100.00% |
11/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 72,000 | 72,000 | 70,122 | 70,122 | 74,045 CHF | 74,747 CHF | 99.93% | 99.93% |
08/11/2024 | 0.79% | 1.16 CHF | 1.17 CHF | 60,200 | 60,200 | 55,818 | 55,818 | 70,355 CHF | 70,913 CHF | 100.00% | 100.00% |
07/11/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 64,400 | 64,400 | 62,694 | 62,694 | 91,516 CHF | 92,143 CHF | 98.39% | 98.39% |