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 | 1.15% | 1.53 CHF | 1.54 CHF | 60,200 | 60,200 | 19,944 | 19,944 | 31,352 CHF | 31,623 CHF | 99.90% | 99.90% |
19/11/2024 | 1.94% | 1.65 CHF | 1.66 CHF | 68,500 | 68,500 | 19,846 | 19,846 | 32,384 CHF | 32,707 CHF | 100.00% | 100.00% |
18/11/2024 | 1.75% | 1.56 CHF | 1.57 CHF | 68,400 | 68,400 | 20,860 | 20,860 | 33,110 CHF | 33,367 CHF | 88.25% | 99.60% |
15/11/2024 | 1.16% | 1.54 CHF | 1.55 CHF | 68,900 | 68,900 | 23,898 | 23,898 | 36,833 CHF | 37,160 CHF | 98.94% | 98.94% |
14/11/2024 | 1.26% | 1.48 CHF | 1.49 CHF | 75,300 | 75,300 | 25,916 | 25,916 | 37,485 CHF | 37,839 CHF | 100.00% | 100.00% |
13/11/2024 | 1.32% | 1.39 CHF | 1.40 CHF | 79,800 | 79,800 | 27,454 | 27,454 | 37,616 CHF | 37,992 CHF | 100.00% | 100.00% |
12/11/2024 | 1.58% | 1.30 CHF | 1.31 CHF | 85,500 | 85,500 | 27,272 | 27,272 | 35,371 CHF | 35,686 CHF | 96.78% | 99.91% |
11/11/2024 | 1.38% | 1.23 CHF | 1.24 CHF | 79,200 | 79,200 | 27,423 | 27,423 | 34,687 CHF | 35,064 CHF | 99.89% | 99.89% |
08/11/2024 | 1.28% | 1.32 CHF | 1.33 CHF | 73,600 | 73,600 | 25,843 | 25,843 | 35,156 CHF | 35,511 CHF | 100.00% | 100.00% |
07/11/2024 | 1.21% | 1.44 CHF | 1.45 CHF | 70,200 | 70,200 | 24,304 | 24,304 | 35,574 CHF | 35,907 CHF | 99.90% | 99.90% |