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 | 0.61% | 1.69 CHF | 1.70 CHF | 77,800 | 77,800 | 77,787 | 77,787 | 127,687 CHF | 128,465 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 85,500 | 85,500 | 85,517 | 85,517 | 143,533 CHF | 144,389 CHF | 100.00% | 100.00% |
18/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 79,700 | 79,700 | 80,613 | 80,613 | 128,656 CHF | 129,462 CHF | 100.00% | 100.00% |
15/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 83,900 | 83,900 | 82,250 | 82,250 | 129,222 CHF | 130,044 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.58 CHF | 1.59 CHF | 72,200 | 72,200 | 73,698 | 73,698 | 121,884 CHF | 122,621 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 69,300 | 69,300 | 70,505 | 70,505 | 125,793 CHF | 126,499 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 1.86 CHF | 1.87 CHF | 82,800 | 82,800 | 81,211 | 81,211 | 142,667 CHF | 143,479 CHF | 99.85% | 99.85% |
11/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75,500 | 75,500 | 75,562 | 75,562 | 120,087 CHF | 120,842 CHF | 99.69% | 99.69% |
08/11/2024 | 0.66% | 1.66 CHF | 1.67 CHF | 104,700 | 104,700 | 99,998 | 99,998 | 159,447 CHF | 160,473 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 87,400 | 87,400 | 87,694 | 87,694 | 116,711 CHF | 117,588 CHF | 100.00% | 100.00% |