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 | 1.08% | 0.85 CHF | 0.86 CHF | 209,100 | 209,100 | 73,155 | 73,155 | 65,960 CHF | 66,693 CHF | 99.78% | 99.78% |
19/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 222,000 | 222,000 | 76,484 | 76,484 | 73,102 CHF | 73,868 CHF | 100.00% | 100.00% |
18/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 221,500 | 221,500 | 76,258 | 76,258 | 70,375 CHF | 71,138 CHF | 99.90% | 99.90% |
15/11/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 238,900 | 238,900 | 81,484 | 81,484 | 72,837 CHF | 73,653 CHF | 100.00% | 100.00% |
14/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 216,100 | 216,100 | 73,363 | 73,363 | 63,344 CHF | 64,078 CHF | 100.00% | 100.00% |
13/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 223,300 | 223,300 | 77,557 | 77,557 | 68,563 CHF | 69,339 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 258,600 | 258,600 | 89,442 | 89,442 | 77,033 CHF | 77,928 CHF | 100.00% | 100.00% |
11/11/2024 | 1.21% | 0.78 CHF | 0.79 CHF | 229,100 | 229,100 | 79,309 | 79,309 | 64,697 CHF | 65,491 CHF | 99.77% | 99.77% |
08/11/2024 | 1.95% | 0.83 CHF | 0.84 CHF | 343,300 | 343,300 | 95,064 | 95,064 | 80,670 CHF | 81,739 CHF | 99.21% | 99.21% |
07/11/2024 | - | 0.69 CHF | - CHF | 251,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |