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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 28,690 | 28,690 | 28,393 | 28,393 | 23,207 CHF | 23,491 CHF | 100.00% | 100.00% |
22/11/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 28,200 | 28,200 | 28,063 | 28,063 | 23,923 CHF | 24,204 CHF | 99.99% | 99.99% |
20/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 29,110 | 29,110 | 28,864 | 28,864 | 21,704 CHF | 21,993 CHF | 100.00% | 100.00% |
19/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 29,140 | 29,140 | 28,909 | 28,909 | 21,427 CHF | 21,716 CHF | 98.72% | 98.72% |
18/11/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 29,160 | 29,160 | 28,947 | 28,947 | 21,707 CHF | 21,997 CHF | 100.00% | 100.00% |
15/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 29,060 | 29,060 | 29,024 | 29,024 | 22,940 CHF | 23,231 CHF | 71.64% | 71.64% |
14/11/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 28,710 | 28,710 | 28,554 | 28,554 | 23,376 CHF | 23,661 CHF | 100.00% | 100.00% |
13/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 28,900 | 28,900 | 28,699 | 28,699 | 22,877 CHF | 23,165 CHF | 99.74% | 99.74% |
12/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 28,780 | 28,780 | 28,433 | 28,433 | 23,803 CHF | 24,088 CHF | 100.00% | 100.00% |
11/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 28,570 | 28,570 | 28,292 | 28,292 | 24,564 CHF | 24,847 CHF | 100.00% | 100.00% |