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 | 0.90% | 1.10 CHF | 1.11 CHF | 68,100 | 68,100 | 67,819 | 67,819 | 74,796 CHF | 75,475 CHF | 100.00% | 100.00% |
19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 67,700 | 67,700 | 67,421 | 67,421 | 75,368 CHF | 76,042 CHF | 99.89% | 99.89% |
18/11/2024 | 0.82% | 1.14 CHF | 1.15 CHF | 63,000 | 63,000 | 62,311 | 62,311 | 75,269 CHF | 75,892 CHF | 100.00% | 100.00% |
15/11/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 56,100 | 56,100 | 55,869 | 55,869 | 73,301 CHF | 73,859 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 50,200 | 50,200 | 49,628 | 49,628 | 71,788 CHF | 72,284 CHF | 99.45% | 99.45% |
13/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 48,500 | 48,500 | 48,300 | 48,300 | 74,506 CHF | 74,989 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 47,200 | 47,200 | 47,006 | 47,006 | 74,358 CHF | 74,828 CHF | 99.91% | 99.91% |
11/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 48,500 | 48,500 | 48,300 | 48,300 | 79,320 CHF | 79,803 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 48,000 | 48,000 | 47,800 | 47,800 | 77,347 CHF | 77,825 CHF | 98.94% | 98.94% |
07/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 49,700 | 49,700 | 49,495 | 49,495 | 81,426 CHF | 81,921 CHF | 100.00% | 100.00% |