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 | 1.71% | 0.59 CHF | 0.60 CHF | 57,100 | 57,100 | 56,654 | 56,654 | 33,277 CHF | 33,844 CHF | 100.00% | 100.00% |
19/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 58,100 | 58,100 | 56,449 | 56,449 | 33,411 CHF | 33,976 CHF | 98.98% | 98.98% |
18/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 56,300 | 56,300 | 55,795 | 55,795 | 34,364 CHF | 34,923 CHF | 100.00% | 100.00% |
15/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 56,700 | 56,700 | 56,661 | 56,661 | 34,516 CHF | 35,083 CHF | 71.92% | 71.92% |
14/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 56,100 | 56,100 | 55,824 | 55,824 | 34,351 CHF | 34,910 CHF | 100.00% | 100.00% |
13/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 56,200 | 56,200 | 55,623 | 55,623 | 34,586 CHF | 35,143 CHF | 99.23% | 99.23% |
12/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 55,800 | 55,800 | 55,016 | 55,016 | 35,054 CHF | 35,605 CHF | 100.00% | 100.00% |
11/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 55,000 | 55,000 | 54,572 | 54,572 | 35,565 CHF | 36,111 CHF | 100.00% | 100.00% |
08/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 55,400 | 55,400 | 54,974 | 54,974 | 35,418 CHF | 35,969 CHF | 100.00% | 100.00% |
07/11/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 55,300 | 55,300 | 54,923 | 54,923 | 35,871 CHF | 36,421 CHF | 100.00% | 100.00% |