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 | 1.31% | 0.73 CHF | 0.74 CHF | 77,700 | 77,700 | 76,650 | 76,650 | 58,923 CHF | 59,691 CHF | 100.00% | 100.00% |
19/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 77,640 | 77,640 | 76,724 | 76,724 | 58,263 CHF | 59,031 CHF | 98.87% | 98.87% |
18/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 77,010 | 77,010 | 76,037 | 76,037 | 62,412 CHF | 63,173 CHF | 100.00% | 100.00% |
15/11/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 76,330 | 76,330 | 76,151 | 76,151 | 66,704 CHF | 67,465 CHF | 72.06% | 72.06% |
14/11/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 74,550 | 74,550 | 73,982 | 73,982 | 71,669 CHF | 72,409 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 74,020 | 74,020 | 73,246 | 73,246 | 74,966 CHF | 75,700 CHF | 98.58% | 98.58% |
12/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 74,230 | 74,230 | 73,338 | 73,338 | 74,361 CHF | 75,095 CHF | 99.69% | 99.69% |
11/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 73,300 | 73,300 | 72,653 | 72,653 | 77,835 CHF | 78,562 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 74,260 | 74,260 | 73,385 | 73,385 | 75,612 CHF | 76,347 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 73,540 | 73,540 | 73,077 | 73,077 | 78,542 CHF | 79,274 CHF | 100.00% | 100.00% |