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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 84,540 | 84,540 | 83,640 | 83,640 | 47,882 CHF | 48,720 CHF | 100.00% | 100.00% |
22/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 84,310 | 84,310 | 83,332 | 83,332 | 47,955 CHF | 48,790 CHF | 100.00% | 100.00% |
20/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 81,040 | 81,040 | 80,220 | 80,220 | 47,725 CHF | 48,528 CHF | 100.00% | 100.00% |
19/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 74,660 | 74,660 | 73,602 | 73,602 | 44,154 CHF | 44,891 CHF | 100.00% | 100.00% |
18/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 75,440 | 75,440 | 74,897 | 74,897 | 49,583 CHF | 50,332 CHF | 100.00% | 100.00% |
15/11/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 71,360 | 71,360 | 70,967 | 70,967 | 46,997 CHF | 47,707 CHF | 71.38% | 71.38% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 73,810 | 73,810 | 73,212 | 73,212 | 47,163 CHF | 47,896 CHF | 98.93% | 98.93% |
12/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 69,720 | 69,720 | 68,907 | 68,907 | 45,694 CHF | 46,384 CHF | 100.00% | 100.00% |
11/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 68,920 | 68,920 | 68,009 | 68,009 | 48,913 CHF | 49,593 CHF | 100.00% | 100.00% |