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 | 1.11% | 0.86 CHF | 0.87 CHF | 144,700 | 144,700 | 144,700 | 144,700 | 130,060 CHF | 131,507 CHF | 100.00% | 100.00% |
19/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 136,000 | 136,000 | 136,000 | 136,000 | 120,857 CHF | 122,217 CHF | 99.86% | 99.86% |
18/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 129,700 | 129,700 | 128,442 | 128,442 | 122,831 CHF | 124,116 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 111,200 | 111,200 | 111,422 | 111,422 | 113,409 CHF | 114,523 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 108,000 | 108,000 | 108,000 | 108,000 | 123,170 CHF | 124,250 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 109,200 | 109,200 | 107,095 | 107,095 | 129,811 CHF | 130,882 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 102,900 | 102,900 | 101,269 | 101,269 | 121,490 CHF | 122,503 CHF | 99.89% | 99.89% |
11/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 103,800 | 103,800 | 103,800 | 103,800 | 132,907 CHF | 133,945 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 101,900 | 101,900 | 99,795 | 99,795 | 122,217 CHF | 123,215 CHF | 98.91% | 98.91% |
07/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 101,400 | 101,400 | 101,400 | 101,400 | 130,468 CHF | 131,482 CHF | 100.00% | 100.00% |