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 | 1.58% | 0.64 CHF | 0.65 CHF | 87,000 | 87,000 | 86,757 | 86,757 | 54,961 CHF | 55,829 CHF | 100.00% | 100.00% |
19/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 87,600 | 87,600 | 86,250 | 86,250 | 55,560 CHF | 56,423 CHF | 98.89% | 98.89% |
18/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 85,800 | 85,800 | 85,503 | 85,503 | 56,767 CHF | 57,622 CHF | 100.00% | 100.00% |
15/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 85,000 | 85,000 | 86,073 | 86,073 | 58,020 CHF | 58,881 CHF | 71.72% | 71.72% |
14/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 86,400 | 86,400 | 85,953 | 85,953 | 56,416 CHF | 57,276 CHF | 100.00% | 100.00% |
13/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 86,600 | 86,600 | 85,851 | 85,851 | 56,678 CHF | 57,538 CHF | 99.19% | 99.19% |
12/11/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 87,400 | 87,400 | 85,438 | 85,438 | 56,779 CHF | 57,635 CHF | 100.00% | 100.00% |
11/11/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 84,300 | 84,300 | 83,612 | 83,612 | 58,867 CHF | 59,704 CHF | 100.00% | 100.00% |
08/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 85,100 | 85,100 | 84,101 | 84,101 | 58,685 CHF | 59,527 CHF | 100.00% | 100.00% |
07/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 83,300 | 83,300 | 82,487 | 82,487 | 60,973 CHF | 61,799 CHF | 100.00% | 100.00% |