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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.52% | 1.28 CHF | 1.30 CHF | 102,100 | 102,100 | 101,201 | 101,201 | 132,544 CHF | 134,568 CHF | 100.00% | 100.00% |
20/11/2024 | 1.59% | 1.24 CHF | 1.26 CHF | 106,900 | 106,900 | 107,203 | 107,203 | 133,437 CHF | 135,581 CHF | 100.00% | 100.00% |
19/11/2024 | 1.69% | 1.21 CHF | 1.23 CHF | 111,600 | 111,600 | 112,702 | 112,702 | 132,390 CHF | 134,644 CHF | 99.90% | 99.90% |
18/11/2024 | 1.68% | 1.18 CHF | 1.20 CHF | 109,700 | 109,700 | 109,582 | 109,582 | 129,283 CHF | 131,474 CHF | 100.00% | 100.00% |
15/11/2024 | 1.40% | 1.20 CHF | 1.22 CHF | 79,100 | 79,100 | 76,732 | 76,732 | 109,723 CHF | 111,259 CHF | 100.00% | 100.00% |
14/11/2024 | 1.70% | 1.76 CHF | 1.79 CHF | 73,700 | 73,700 | 73,535 | 73,535 | 128,527 CHF | 130,733 CHF | 100.00% | 100.00% |
13/11/2024 | 1.75% | 1.75 CHF | 1.78 CHF | 73,300 | 73,300 | 73,675 | 73,675 | 125,198 CHF | 127,408 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 1.79 CHF | 1.82 CHF | 74,700 | 74,700 | 75,070 | 75,070 | 133,298 CHF | 135,140 CHF | 99.92% | 99.92% |
11/11/2024 | 1.15% | 1.72 CHF | 1.74 CHF | 77,100 | 77,100 | 77,170 | 77,170 | 133,970 CHF | 135,513 CHF | 100.00% | 100.00% |
08/11/2024 | 1.21% | 1.67 CHF | 1.69 CHF | 78,600 | 78,600 | 78,905 | 78,905 | 129,240 CHF | 130,818 CHF | 98.95% | 98.95% |