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 | 0.69% | 1.44 CHF | 1.45 CHF | 55,700 | 55,700 | 55,470 | 55,470 | 80,059 CHF | 80,613 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 56,300 | 56,300 | 56,068 | 56,068 | 79,715 CHF | 80,276 CHF | 99.89% | 99.89% |
18/11/2024 | 0.75% | 1.40 CHF | 1.41 CHF | 62,800 | 62,800 | 62,127 | 62,127 | 82,800 CHF | 83,422 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 66,900 | 66,900 | 66,624 | 66,624 | 82,685 CHF | 83,351 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 78,600 | 78,600 | 77,704 | 77,704 | 88,175 CHF | 88,952 CHF | 99.45% | 99.45% |
13/11/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 73,500 | 73,500 | 73,197 | 73,197 | 78,741 CHF | 79,473 CHF | 100.00% | 100.00% |
12/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 76,800 | 76,800 | 76,484 | 76,484 | 80,141 CHF | 80,906 CHF | 99.90% | 99.90% |
11/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 73,300 | 73,300 | 72,998 | 72,998 | 74,014 CHF | 74,744 CHF | 100.00% | 100.00% |
08/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 74,600 | 74,600 | 74,289 | 74,289 | 76,893 CHF | 77,635 CHF | 98.94% | 98.94% |
07/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 70,000 | 70,000 | 69,711 | 69,711 | 71,350 CHF | 72,047 CHF | 100.00% | 100.00% |