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 | 1.24% | 0.79 CHF | 0.80 CHF | 98,500 | 98,500 | 97,725 | 97,725 | 78,536 CHF | 79,513 CHF | 99.44% | 99.44% |
19/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 92,800 | 92,800 | 92,831 | 92,831 | 69,291 CHF | 70,220 CHF | 97.93% | 97.93% |
18/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 89,000 | 89,000 | 88,460 | 88,460 | 78,247 CHF | 79,131 CHF | 99.88% | 99.88% |
15/11/2024 | 1.06% | 0.89 CHF | 0.90 CHF | 80,200 | 80,200 | 78,826 | 78,826 | 74,280 CHF | 75,068 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 1.00 CHF | 1.01 CHF | 84,600 | 84,600 | 85,507 | 85,507 | 80,392 CHF | 81,247 CHF | 98.52% | 98.52% |
13/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 90,200 | 90,200 | 90,087 | 90,087 | 80,704 CHF | 81,605 CHF | 100.00% | 100.00% |
12/11/2024 | 1.10% | 0.85 CHF | 0.86 CHF | 86,600 | 86,600 | 85,416 | 85,416 | 77,225 CHF | 78,079 CHF | 99.88% | 99.88% |
11/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 90,500 | 90,500 | 90,653 | 90,653 | 80,431 CHF | 81,338 CHF | 100.00% | 100.00% |
08/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 91,500 | 91,500 | 91,523 | 91,523 | 77,086 CHF | 78,001 CHF | 99.05% | 99.05% |
07/11/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 87,600 | 87,600 | 86,255 | 86,255 | 77,033 CHF | 77,896 CHF | 100.00% | 100.00% |