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 | 1.92% | 1.26 CHF | 1.27 CHF | 109,400 | 109,400 | 48,795 | 48,795 | 59,453 CHF | 60,336 CHF | 99.90% | 99.90% |
19/11/2024 | 1.91% | 1.24 CHF | 1.25 CHF | 106,700 | 106,700 | 47,741 | 47,741 | 57,664 CHF | 58,525 CHF | 99.85% | 99.85% |
18/11/2024 | 1.91% | 1.25 CHF | 1.26 CHF | 106,800 | 106,800 | 47,625 | 47,625 | 58,215 CHF | 59,076 CHF | 99.90% | 99.90% |
15/11/2024 | 1.60% | 1.33 CHF | 1.34 CHF | 91,900 | 91,900 | 40,327 | 40,327 | 56,646 CHF | 57,372 CHF | 100.00% | 100.00% |
14/11/2024 | 1.52% | 1.49 CHF | 1.50 CHF | 87,400 | 87,400 | 38,954 | 38,954 | 58,448 CHF | 59,150 CHF | 100.00% | 100.00% |
13/11/2024 | 1.44% | 1.54 CHF | 1.55 CHF | 82,500 | 82,500 | 36,403 | 36,403 | 57,962 CHF | 58,619 CHF | 100.00% | 100.00% |
12/11/2024 | 1.67% | 1.79 CHF | 1.80 CHF | 73,000 | 73,000 | 32,385 | 32,385 | 59,028 CHF | 59,776 CHF | 99.88% | 99.88% |
11/11/2024 | 1.72% | 1.94 CHF | 1.95 CHF | 72,600 | 72,600 | 32,729 | 32,729 | 60,612 CHF | 61,374 CHF | 100.00% | 100.00% |
08/11/2024 | 1.67% | 1.74 CHF | 1.75 CHF | 72,000 | 72,000 | 31,845 | 31,845 | 57,683 CHF | 58,417 CHF | 98.90% | 98.90% |
07/11/2024 | 2.73% | 1.82 CHF | 1.83 CHF | 84,200 | 84,200 | 27,834 | 27,834 | 48,270 CHF | 48,930 CHF | 99.83% | 99.83% |