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 | 0.97% | 1.00 CHF | 1.01 CHF | 40,500 | 40,500 | 39,844 | 39,844 | 41,437 CHF | 41,835 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 40,400 | 40,400 | 39,951 | 39,951 | 40,820 CHF | 41,220 CHF | 98.91% | 98.91% |
18/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 40,000 | 40,000 | 39,679 | 39,679 | 42,448 CHF | 42,845 CHF | 100.00% | 100.00% |
15/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 39,800 | 39,800 | 39,597 | 39,597 | 44,873 CHF | 45,269 CHF | 71.86% | 71.86% |
14/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 39,400 | 39,400 | 39,107 | 39,107 | 44,718 CHF | 45,109 CHF | 100.00% | 100.00% |
13/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 39,500 | 39,500 | 39,086 | 39,086 | 44,841 CHF | 45,232 CHF | 99.39% | 99.39% |
12/11/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 39,100 | 39,100 | 38,241 | 38,241 | 47,747 CHF | 48,129 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 38,200 | 38,200 | 37,838 | 37,838 | 49,558 CHF | 49,937 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 39,000 | 39,000 | 38,454 | 38,454 | 47,726 CHF | 48,110 CHF | 100.00% | 100.00% |
07/11/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 38,200 | 38,200 | 38,089 | 38,089 | 49,766 CHF | 50,147 CHF | 100.00% | 100.00% |