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 | 1.56% | 0.61 CHF | 0.62 CHF | 159,800 | 159,800 | 157,231 | 157,231 | 99,998 CHF | 101,571 CHF | 100.00% | 100.00% |
19/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 163,500 | 163,500 | 163,398 | 163,398 | 86,733 CHF | 88,367 CHF | 100.00% | 100.00% |
18/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 159,600 | 159,600 | 162,155 | 162,155 | 88,255 CHF | 89,877 CHF | 100.00% | 100.00% |
15/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 155,300 | 155,300 | 152,882 | 152,882 | 86,932 CHF | 88,461 CHF | 100.00% | 100.00% |
14/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 146,700 | 146,700 | 146,700 | 146,700 | 86,437 CHF | 87,904 CHF | 100.00% | 100.00% |
13/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 149,100 | 149,100 | 148,274 | 148,274 | 91,163 CHF | 92,646 CHF | 100.00% | 100.00% |
12/11/2024 | 1.48% | 0.61 CHF | 0.62 CHF | 128,100 | 128,100 | 126,075 | 126,075 | 84,740 CHF | 86,001 CHF | 99.85% | 99.85% |
11/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 133,000 | 133,000 | 133,036 | 133,036 | 96,630 CHF | 97,961 CHF | 99.66% | 99.66% |
08/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 134,700 | 134,700 | 134,760 | 134,760 | 88,579 CHF | 89,927 CHF | 98.73% | 98.73% |
07/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 147,300 | 147,300 | 147,355 | 147,355 | 98,728 CHF | 100,202 CHF | 100.00% | 100.00% |