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 | 0.66% | 1.49 CHF | 1.50 CHF | 40,500 | 40,500 | 39,840 | 39,840 | 60,921 CHF | 61,320 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 40,400 | 40,400 | 39,956 | 39,956 | 60,392 CHF | 60,792 CHF | 98.91% | 98.91% |
18/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 40,000 | 40,000 | 39,686 | 39,686 | 61,863 CHF | 62,260 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 39,800 | 39,800 | 39,596 | 39,596 | 64,228 CHF | 64,624 CHF | 71.75% | 71.75% |
14/11/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 39,400 | 39,400 | 39,118 | 39,118 | 63,861 CHF | 64,252 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 39,500 | 39,500 | 39,094 | 39,094 | 63,980 CHF | 64,371 CHF | 99.36% | 99.36% |
12/11/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 39,100 | 39,100 | 38,246 | 38,246 | 66,443 CHF | 66,826 CHF | 100.00% | 100.00% |
11/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 38,200 | 38,200 | 37,832 | 37,832 | 68,063 CHF | 68,442 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 39,000 | 39,000 | 38,454 | 38,454 | 66,510 CHF | 66,895 CHF | 100.00% | 100.00% |
07/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 38,200 | 38,200 | 38,099 | 38,099 | 68,389 CHF | 68,770 CHF | 100.00% | 100.00% |