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 | 0.68% | 1.43 CHF | 1.44 CHF | 90,400 | 90,400 | 90,235 | 90,235 | 131,955 CHF | 132,857 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 81,500 | 81,500 | 81,315 | 81,315 | 120,213 CHF | 121,026 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 83,100 | 83,100 | 83,100 | 83,100 | 138,215 CHF | 139,046 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 1.59 CHF | 1.60 CHF | 77,400 | 77,400 | 76,649 | 76,649 | 127,321 CHF | 128,088 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.75 CHF | 1.76 CHF | 80,700 | 80,700 | 81,253 | 81,253 | 138,026 CHF | 138,839 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 80,800 | 80,800 | 80,427 | 80,427 | 129,970 CHF | 130,774 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 1.63 CHF | 1.64 CHF | 74,800 | 74,800 | 74,800 | 74,800 | 125,395 CHF | 126,143 CHF | 99.86% | 99.86% |
11/11/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 74,100 | 74,100 | 73,528 | 73,528 | 135,503 CHF | 136,239 CHF | 99.69% | 99.69% |
08/11/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 71,900 | 71,900 | 71,644 | 71,644 | 131,424 CHF | 132,140 CHF | 100.00% | 100.00% |
07/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 71,500 | 71,500 | 71,500 | 71,500 | 137,055 CHF | 137,770 CHF | 100.00% | 100.00% |