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 | 1.05% | 0.92 CHF | 0.93 CHF | 82,740 | 82,740 | 81,638 | 81,638 | 77,994 CHF | 78,811 CHF | 100.00% | 100.00% |
19/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 78,710 | 78,710 | 77,790 | 77,790 | 73,577 CHF | 74,356 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75,280 | 75,280 | 74,204 | 74,204 | 74,768 CHF | 75,511 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 67,720 | 67,720 | 67,552 | 67,552 | 71,837 CHF | 72,512 CHF | 71.44% | 71.44% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 64,750 | 64,750 | 64,018 | 64,018 | 78,776 CHF | 79,417 CHF | 98.93% | 98.93% |
12/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 61,880 | 61,880 | 61,150 | 61,150 | 74,633 CHF | 75,245 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 63,280 | 63,280 | 62,730 | 62,730 | 80,843 CHF | 81,471 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 61,460 | 61,460 | 60,728 | 60,728 | 75,373 CHF | 75,981 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 62,300 | 62,300 | 61,913 | 61,913 | 80,103 CHF | 80,723 CHF | 100.00% | 100.00% |