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% | 1.44 CHF | 1.45 CHF | 131,500 | 131,500 | 131,500 | 131,500 | 194,181 CHF | 195,496 CHF | 100.00% | 100.00% |
19/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 126,800 | 126,800 | 126,800 | 126,800 | 185,790 CHF | 187,058 CHF | 99.89% | 99.89% |
18/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 123,300 | 123,300 | 122,100 | 122,100 | 188,080 CHF | 189,301 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 111,100 | 111,100 | 111,321 | 111,321 | 178,834 CHF | 179,947 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 109,100 | 109,100 | 109,100 | 109,100 | 189,114 CHF | 190,205 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 109,900 | 109,900 | 107,795 | 107,795 | 194,672 CHF | 195,750 CHF | 100.00% | 100.00% |
12/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 106,100 | 106,100 | 104,377 | 104,377 | 187,178 CHF | 188,222 CHF | 99.91% | 99.91% |
11/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 105,200 | 105,200 | 105,200 | 105,200 | 197,124 CHF | 198,176 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 105,500 | 105,500 | 103,335 | 103,335 | 187,781 CHF | 188,815 CHF | 98.94% | 98.94% |
07/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 103,700 | 103,700 | 103,700 | 103,700 | 194,861 CHF | 195,898 CHF | 100.00% | 100.00% |