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 | 0.69% | 1.34 CHF | 1.35 CHF | 99,000 | 99,000 | 97,377 | 97,377 | 141,222 CHF | 142,195 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 73,700 | 73,700 | 73,731 | 73,731 | 104,488 CHF | 105,225 CHF | 99.33% | 99.33% |
18/11/2024 | 0.48% | 1.97 CHF | 1.98 CHF | 61,900 | 61,900 | 61,502 | 61,502 | 129,296 CHF | 129,911 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 59,000 | 59,000 | 58,682 | 58,682 | 138,508 CHF | 139,095 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.42 CHF | 2.43 CHF | 78,200 | 78,200 | 76,355 | 76,355 | 199,892 CHF | 200,656 CHF | 99.39% | 99.39% |
13/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 87,000 | 87,000 | 86,286 | 86,286 | 143,585 CHF | 144,448 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 1.61 CHF | 1.62 CHF | 59,900 | 59,900 | 58,283 | 58,283 | 120,422 CHF | 121,005 CHF | 99.14% | 99.14% |
11/11/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 62,700 | 62,700 | 62,441 | 62,441 | 158,659 CHF | 159,283 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 2.20 CHF | 2.22 CHF | 51,800 | 51,800 | 51,386 | 51,386 | 121,977 CHF | 123,005 CHF | 98.94% | 98.94% |
07/11/2024 | 0.38% | 2.85 CHF | 2.86 CHF | 57,200 | 57,200 | 57,874 | 57,874 | 151,316 CHF | 151,895 CHF | 100.00% | 100.00% |