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 | 0.56% | 1.83 CHF | 1.84 CHF | 58,800 | 58,800 | 57,747 | 57,747 | 102,030 CHF | 102,607 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 64,600 | 64,600 | 64,078 | 64,078 | 117,626 CHF | 118,267 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 61,700 | 61,700 | 61,690 | 61,690 | 106,320 CHF | 106,936 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 60,700 | 60,700 | 60,225 | 60,225 | 102,607 CHF | 103,209 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 55,300 | 55,300 | 55,709 | 55,709 | 99,480 CHF | 100,037 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 56,100 | 56,100 | 55,694 | 55,694 | 105,124 CHF | 105,681 CHF | 100.00% | 100.00% |
12/11/2024 | 0.56% | 1.95 CHF | 1.96 CHF | 69,400 | 69,400 | 67,916 | 67,916 | 121,975 CHF | 122,654 CHF | 99.85% | 99.85% |
11/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 65,100 | 65,100 | 65,028 | 65,028 | 102,345 CHF | 102,995 CHF | 99.66% | 99.66% |
08/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 76,400 | 76,400 | 76,216 | 76,216 | 121,837 CHF | 122,599 CHF | 99.48% | 99.48% |
07/11/2024 | 0.68% | 1.40 CHF | 1.41 CHF | 63,800 | 63,800 | 64,724 | 64,724 | 95,569 CHF | 96,217 CHF | 100.00% | 100.00% |