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 | 0.84% | 1.19 CHF | 1.20 CHF | 69,300 | 69,300 | 69,161 | 69,161 | 81,664 CHF | 82,355 CHF | 100.00% | 100.00% |
19/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 76,300 | 76,300 | 76,294 | 76,294 | 86,877 CHF | 87,640 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 75,300 | 75,300 | 74,754 | 74,754 | 75,873 CHF | 76,620 CHF | 100.00% | 100.00% |
15/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 66,700 | 66,700 | 67,089 | 67,089 | 70,360 CHF | 71,031 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 1.10 CHF | 1.11 CHF | 59,500 | 59,500 | 60,302 | 60,302 | 70,078 CHF | 70,681 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 59,500 | 59,500 | 59,957 | 59,957 | 76,193 CHF | 76,793 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 1.32 CHF | 1.33 CHF | 69,900 | 69,900 | 69,438 | 69,438 | 89,084 CHF | 89,779 CHF | 99.85% | 99.85% |
11/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 64,400 | 64,400 | 64,375 | 64,375 | 73,484 CHF | 74,128 CHF | 99.70% | 99.70% |
08/11/2024 | 1.20% | 1.20 CHF | 1.21 CHF | 92,400 | 92,400 | 74,289 | 74,289 | 84,682 CHF | 85,589 CHF | 98.80% | 98.80% |
07/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 80,600 | 80,600 | 81,152 | 81,152 | 72,877 CHF | 73,688 CHF | 100.00% | 100.00% |