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 | 2.57% | 0.76 CHF | 0.78 CHF | 69,200 | 69,200 | 69,124 | 69,124 | 53,055 CHF | 54,437 CHF | 99.45% | 99.45% |
19/11/2024 | 2.52% | 0.81 CHF | 0.83 CHF | 69,100 | 69,100 | 73,265 | 73,265 | 57,343 CHF | 58,808 CHF | 98.78% | 98.78% |
18/11/2024 | 2.70% | 0.80 CHF | 0.82 CHF | 74,500 | 74,500 | 80,506 | 79,975 | 58,745 CHF | 59,958 CHF | 98.78% | 98.78% |
15/11/2024 | 2.93% | 0.66 CHF | 0.68 CHF | 82,400 | 82,400 | 87,031 | 87,031 | 58,606 CHF | 60,346 CHF | 100.00% | 100.00% |
14/11/2024 | 3.23% | 0.61 CHF | 0.63 CHF | 88,500 | 88,500 | 81,204 | 81,204 | 49,497 CHF | 51,121 CHF | 100.00% | 100.00% |
13/11/2024 | 2.95% | 0.64 CHF | 0.66 CHF | 79,100 | 79,100 | 75,049 | 75,049 | 50,125 CHF | 51,626 CHF | 100.00% | 100.00% |
12/11/2024 | 2.80% | 0.65 CHF | 0.67 CHF | 73,800 | 73,800 | 66,860 | 66,860 | 47,033 CHF | 48,370 CHF | 99.82% | 99.82% |
11/11/2024 | 2.29% | 0.78 CHF | 0.80 CHF | 65,000 | 65,000 | 59,922 | 59,822 | 51,803 CHF | 52,915 CHF | 99.74% | 99.74% |
08/11/2024 | 2.18% | 0.84 CHF | 0.86 CHF | 58,300 | 58,300 | 57,917 | 57,917 | 52,665 CHF | 53,823 CHF | 100.00% | 100.00% |
07/11/2024 | 2.14% | 0.99 CHF | 1.01 CHF | 57,800 | 57,800 | 62,456 | 62,456 | 57,657 CHF | 58,906 CHF | 99.96% | 99.96% |