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 | 1.21% | 0.84 CHF | 0.85 CHF | 56,100 | 56,100 | 56,007 | 56,007 | 46,163 CHF | 46,723 CHF | 100.00% | 100.00% |
19/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 66,900 | 66,900 | 66,899 | 66,899 | 51,359 CHF | 52,028 CHF | 100.00% | 100.00% |
18/11/2024 | 1.62% | 0.65 CHF | 0.66 CHF | 66,500 | 66,500 | 65,998 | 65,998 | 40,412 CHF | 41,072 CHF | 100.00% | 100.00% |
15/11/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 53,100 | 53,100 | 53,403 | 53,403 | 35,010 CHF | 35,544 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 0.72 CHF | 0.73 CHF | 42,100 | 42,100 | 42,676 | 42,676 | 34,803 CHF | 35,230 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 0.93 CHF | 0.94 CHF | 41,200 | 41,200 | 41,496 | 41,496 | 40,869 CHF | 41,284 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 1.07 CHF | 1.08 CHF | 53,600 | 53,600 | 53,275 | 53,275 | 53,655 CHF | 54,188 CHF | 99.85% | 99.85% |
11/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 47,600 | 47,600 | 47,572 | 47,572 | 38,186 CHF | 38,662 CHF | 99.68% | 99.68% |
08/11/2024 | 1.68% | 0.89 CHF | 0.90 CHF | 84,400 | 84,400 | 67,867 | 67,867 | 55,534 CHF | 56,363 CHF | 98.76% | 98.76% |
07/11/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 70,800 | 70,800 | 71,280 | 71,280 | 37,483 CHF | 38,196 CHF | 100.00% | 100.00% |