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 | 0.75% | 1.27 CHF | 1.28 CHF | 62,700 | 62,700 | 62,700 | 62,700 | 82,860 CHF | 83,487 CHF | 100.00% | 100.00% |
19/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 63,200 | 63,200 | 63,200 | 63,200 | 80,421 CHF | 81,053 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 62,900 | 62,900 | 62,900 | 62,900 | 80,252 CHF | 80,881 CHF | 100.00% | 100.00% |
15/11/2024 | 1.50% | 1.28 CHF | 1.30 CHF | 58,500 | 58,500 | 58,500 | 58,500 | 77,317 CHF | 78,487 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 64,100 | 64,100 | 64,072 | 64,072 | 87,429 CHF | 88,070 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 62,100 | 62,100 | 62,359 | 62,359 | 78,897 CHF | 79,520 CHF | 99.36% | 99.36% |
12/11/2024 | 1.48% | 1.29 CHF | 1.31 CHF | 57,100 | 57,100 | 57,100 | 57,100 | 76,556 CHF | 77,698 CHF | 100.00% | 100.00% |
11/11/2024 | 1.33% | 1.47 CHF | 1.49 CHF | 56,400 | 56,400 | 56,400 | 56,400 | 83,984 CHF | 85,112 CHF | 100.00% | 100.00% |
08/11/2024 | 1.37% | 1.42 CHF | 1.44 CHF | 54,700 | 54,700 | 53,366 | 53,366 | 77,479 CHF | 78,546 CHF | 100.00% | 100.00% |
07/11/2024 | 1.25% | 1.55 CHF | 1.57 CHF | 54,600 | 54,600 | 54,600 | 54,600 | 86,664 CHF | 87,756 CHF | 100.00% | 100.00% |