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 | 1.02% | 1.92 CHF | 1.94 CHF | 49,630 | 49,630 | 48,973 | 48,973 | 96,643 CHF | 97,624 CHF | 100.00% | 100.00% |
19/11/2024 | 1.03% | 1.95 CHF | 1.97 CHF | 47,810 | 47,810 | 47,250 | 47,250 | 92,567 CHF | 93,513 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 2.03 CHF | 2.05 CHF | 46,090 | 46,090 | 45,516 | 45,516 | 93,753 CHF | 94,664 CHF | 100.00% | 100.00% |
15/11/2024 | 0.93% | 2.11 CHF | 2.13 CHF | 42,570 | 42,570 | 42,469 | 42,469 | 91,306 CHF | 92,155 CHF | 71.42% | 71.42% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.83% | 2.38 CHF | 2.40 CHF | 40,820 | 40,820 | 40,399 | 40,399 | 97,599 CHF | 98,408 CHF | 98.96% | 98.96% |
12/11/2024 | 0.84% | 2.37 CHF | 2.39 CHF | 39,520 | 39,520 | 39,055 | 39,055 | 93,687 CHF | 94,469 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 2.51 CHF | 2.53 CHF | 40,070 | 40,070 | 39,715 | 39,715 | 99,503 CHF | 100,298 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 2.39 CHF | 2.41 CHF | 39,350 | 39,350 | 38,866 | 38,866 | 94,500 CHF | 95,278 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 2.53 CHF | 2.55 CHF | 39,670 | 39,670 | 39,390 | 39,390 | 98,988 CHF | 99,777 CHF | 100.00% | 100.00% |