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 | 0.88% | 1.10 CHF | 1.11 CHF | 44,800 | 44,800 | 44,640 | 44,640 | 50,774 CHF | 51,220 CHF | 99.43% | 99.43% |
19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 44,908 CHF | 45,338 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 44,900 | 44,900 | 44,985 | 44,985 | 48,120 CHF | 48,570 CHF | 99.88% | 99.88% |
15/11/2024 | 1.04% | 1.02 CHF | 1.03 CHF | 44,200 | 44,200 | 44,599 | 44,599 | 42,685 CHF | 43,131 CHF | 100.00% | 100.00% |
14/11/2024 | 1.04% | 1.08 CHF | 1.09 CHF | 42,400 | 42,400 | 43,012 | 43,012 | 41,406 CHF | 41,836 CHF | 98.55% | 98.55% |
13/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 46,800 | 46,800 | 46,828 | 46,828 | 50,926 CHF | 51,395 CHF | 100.00% | 100.00% |
12/11/2024 | 0.95% | 0.97 CHF | 0.98 CHF | 40,800 | 40,800 | 40,475 | 40,475 | 42,450 CHF | 42,855 CHF | 99.88% | 99.88% |
11/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 39,900 | 39,900 | 39,853 | 39,853 | 47,369 CHF | 47,768 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 39,000 | 39,000 | 38,994 | 38,994 | 45,179 CHF | 45,569 CHF | 98.30% | 98.30% |
07/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 38,400 | 38,400 | 38,307 | 38,307 | 47,934 CHF | 48,317 CHF | 100.00% | 100.00% |