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 | 0.99% | 0.96 CHF | 0.97 CHF | 109,600 | 109,600 | 107,658 | 107,658 | 107,708 CHF | 108,785 CHF | 100.00% | 100.00% |
19/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 103,100 | 103,100 | 102,338 | 102,338 | 98,300 CHF | 99,323 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 101,500 | 101,500 | 101,482 | 101,482 | 105,292 CHF | 106,307 CHF | 100.00% | 100.00% |
15/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 102,400 | 102,400 | 101,568 | 101,568 | 106,960 CHF | 107,976 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 107,800 | 107,800 | 108,566 | 108,566 | 109,181 CHF | 110,267 CHF | 100.00% | 100.00% |
13/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 111,700 | 111,700 | 110,937 | 110,937 | 105,957 CHF | 107,066 CHF | 100.00% | 100.00% |
12/11/2024 | 0.97% | 0.91 CHF | 0.92 CHF | 95,800 | 95,800 | 93,791 | 93,791 | 95,856 CHF | 96,794 CHF | 99.86% | 99.86% |
11/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 91,100 | 91,100 | 90,995 | 90,995 | 107,851 CHF | 108,761 CHF | 99.68% | 99.68% |
08/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 81,700 | 81,700 | 81,499 | 81,499 | 96,028 CHF | 96,842 CHF | 99.20% | 99.20% |
07/11/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 84,200 | 84,200 | 85,427 | 85,427 | 111,813 CHF | 112,667 CHF | 100.00% | 100.00% |