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 | 1.76% | 0.59 CHF | 0.60 CHF | 128,200 | 128,200 | 127,517 | 127,517 | 71,960 CHF | 73,235 CHF | 100.00% | 100.00% |
19/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 122,600 | 122,600 | 122,482 | 122,482 | 71,956 CHF | 73,181 CHF | 100.00% | 100.00% |
18/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 109,179 | 109,179 | 62,087 CHF | 63,178 CHF | 100.00% | 100.00% |
15/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 107,400 | 107,400 | 105,771 | 105,771 | 64,883 CHF | 65,941 CHF | 100.00% | 100.00% |
14/11/2024 | 1.38% | 0.63 CHF | 0.64 CHF | 82,400 | 82,400 | 83,928 | 83,928 | 60,613 CHF | 61,452 CHF | 99.35% | 99.35% |
13/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 100,300 | 100,300 | 99,344 | 99,344 | 78,323 CHF | 79,317 CHF | 100.00% | 100.00% |
12/11/2024 | 1.57% | 0.71 CHF | 0.72 CHF | 106,000 | 106,000 | 104,606 | 104,606 | 66,420 CHF | 67,466 CHF | 100.00% | 100.00% |
11/11/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 101,300 | 101,300 | 101,663 | 101,663 | 67,564 CHF | 68,580 CHF | 99.93% | 99.93% |
08/11/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 133,200 | 133,200 | 132,459 | 132,459 | 92,556 CHF | 93,880 CHF | 99.40% | 99.40% |
07/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 95,600 | 95,600 | 95,399 | 95,399 | 53,198 CHF | 54,152 CHF | 100.00% | 100.00% |