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 | 0.80% | 1.24 CHF | 1.25 CHF | 47,490 | 47,490 | 46,996 | 46,996 | 59,259 CHF | 59,730 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 44,690 | 44,690 | 44,073 | 44,073 | 56,030 CHF | 56,471 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 44,790 | 44,790 | 44,454 | 44,454 | 61,160 CHF | 61,605 CHF | 100.00% | 100.00% |
15/11/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 43,090 | 43,090 | 42,854 | 42,854 | 58,922 CHF | 59,351 CHF | 71.43% | 71.43% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 44,180 | 44,180 | 43,826 | 43,826 | 58,867 CHF | 59,306 CHF | 98.94% | 98.94% |
12/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 42,370 | 42,370 | 41,826 | 41,826 | 57,655 CHF | 58,073 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 41,820 | 41,820 | 41,259 | 41,259 | 60,507 CHF | 60,920 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 41,080 | 41,080 | 40,630 | 40,630 | 59,360 CHF | 59,767 CHF | 100.00% | 100.00% |
07/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 41,110 | 41,110 | 40,625 | 40,625 | 61,029 CHF | 61,436 CHF | 100.00% | 100.00% |