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 | 0.93% | 2.19 CHF | 2.21 CHF | 48,200 | 48,200 | 48,108 | 48,108 | 102,748 CHF | 103,710 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 2.17 CHF | 2.18 CHF | 56,800 | 56,800 | 56,675 | 56,675 | 120,177 CHF | 120,815 CHF | 100.00% | 100.00% |
18/11/2024 | 1.09% | 1.80 CHF | 1.82 CHF | 51,400 | 51,400 | 51,400 | 51,400 | 94,005 CHF | 95,033 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 1.97 CHF | 1.98 CHF | 59,300 | 59,300 | 58,737 | 58,737 | 110,075 CHF | 110,662 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 1.73 CHF | 1.75 CHF | 51,300 | 51,300 | 51,693 | 51,693 | 94,163 CHF | 95,197 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 1.98 CHF | 2.00 CHF | 54,100 | 54,100 | 53,867 | 53,867 | 105,879 CHF | 106,956 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 59,900 | 59,900 | 59,900 | 59,900 | 113,091 CHF | 113,690 CHF | 99.85% | 99.85% |
11/11/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 59,000 | 59,000 | 58,571 | 58,571 | 97,726 CHF | 98,312 CHF | 99.66% | 99.66% |
08/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 62,200 | 62,200 | 62,013 | 62,013 | 104,842 CHF | 105,462 CHF | 98.72% | 98.72% |
07/11/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 60,900 | 60,900 | 60,900 | 60,900 | 96,753 CHF | 97,362 CHF | 100.00% | 100.00% |