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 | 1.19% | 0.83 CHF | 0.84 CHF | 91,900 | 91,900 | 40,998 | 40,998 | 34,709 CHF | 35,120 CHF | 99.34% | 99.34% |
19/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 90,000 | 90,000 | 40,227 | 40,227 | 33,913 CHF | 34,316 CHF | 100.00% | 100.00% |
18/11/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 88,500 | 88,500 | 39,542 | 39,542 | 34,711 CHF | 35,107 CHF | 99.74% | 99.74% |
15/11/2024 | 1.25% | 0.85 CHF | 0.86 CHF | 94,500 | 94,500 | 42,472 | 42,472 | 35,038 CHF | 35,464 CHF | 99.87% | 99.87% |
14/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 94,700 | 94,700 | 42,367 | 42,367 | 35,235 CHF | 35,659 CHF | 98.59% | 98.59% |
13/11/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 94,700 | 94,700 | 42,722 | 42,722 | 35,244 CHF | 35,672 CHF | 100.00% | 100.00% |
12/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 94,600 | 94,600 | 42,151 | 42,151 | 35,064 CHF | 35,486 CHF | 99.88% | 99.88% |
11/11/2024 | 1.27% | 0.83 CHF | 0.84 CHF | 100,300 | 100,300 | 44,984 | 44,984 | 36,651 CHF | 37,102 CHF | 99.88% | 99.88% |
08/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 105,400 | 105,400 | 47,353 | 47,353 | 36,106 CHF | 36,581 CHF | 98.89% | 98.89% |
07/11/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 102,200 | 102,200 | 44,803 | 44,803 | 34,281 CHF | 34,731 CHF | 99.90% | 99.90% |