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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 179,200 | 179,200 | 99,009 | 99,009 | 114,673 CHF | 115,665 CHF | 100.00% | 100.00% |
20/11/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 185,000 | 185,000 | 100,415 | 100,415 | 110,894 CHF | 111,902 CHF | 99.90% | 99.90% |
19/11/2024 | 0.92% | 1.16 CHF | 1.17 CHF | 183,800 | 183,800 | 101,754 | 101,754 | 112,799 CHF | 113,818 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 1.13 CHF | 1.14 CHF | 200,300 | 200,300 | 110,941 | 110,941 | 117,008 CHF | 118,120 CHF | 99.89% | 99.89% |
15/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 182,400 | 182,400 | 100,086 | 100,086 | 104,648 CHF | 105,651 CHF | 99.90% | 99.90% |
14/11/2024 | 0.99% | 1.09 CHF | 1.10 CHF | 199,600 | 199,600 | 109,609 | 109,609 | 113,689 CHF | 114,787 CHF | 99.35% | 99.35% |
13/11/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 207,700 | 207,700 | 114,066 | 114,066 | 111,218 CHF | 112,361 CHF | 100.00% | 100.00% |
12/11/2024 | 1.03% | 1.03 CHF | 1.04 CHF | 207,400 | 207,400 | 113,911 | 113,911 | 112,518 CHF | 113,660 CHF | 100.00% | 100.00% |
11/11/2024 | 0.97% | 0.95 CHF | 0.96 CHF | 189,100 | 189,100 | 103,078 | 103,078 | 106,090 CHF | 107,123 CHF | 99.66% | 99.66% |
08/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 187,000 | 187,000 | 102,235 | 102,235 | 114,169 CHF | 115,194 CHF | 100.00% | 100.00% |