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 | 0.74% | 1.38 CHF | 1.39 CHF | 55,400 | 55,400 | 55,150 | 55,150 | 74,459 CHF | 75,010 CHF | 99.47% | 99.47% |
19/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 57,600 | 57,600 | 57,618 | 57,618 | 81,465 CHF | 82,041 CHF | 100.00% | 100.00% |
18/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 55,300 | 55,300 | 55,419 | 55,419 | 77,560 CHF | 78,114 CHF | 99.89% | 99.89% |
15/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 56,500 | 56,500 | 57,026 | 57,026 | 84,167 CHF | 84,738 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 1.39 CHF | 1.40 CHF | 57,500 | 57,500 | 58,392 | 58,392 | 85,730 CHF | 86,314 CHF | 98.60% | 98.60% |
13/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 53,300 | 53,300 | 53,306 | 53,306 | 74,222 CHF | 74,755 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 59,400 | 59,400 | 58,942 | 58,942 | 84,404 CHF | 84,993 CHF | 99.88% | 99.88% |
11/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 58,100 | 58,100 | 58,063 | 58,063 | 78,431 CHF | 79,011 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 59,300 | 59,300 | 59,316 | 59,316 | 81,179 CHF | 81,772 CHF | 98.30% | 98.30% |
07/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 59,200 | 59,200 | 59,094 | 59,094 | 77,865 CHF | 78,456 CHF | 100.00% | 100.00% |