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 | 0.68% | 1.55 CHF | 1.59 CHF | 11,800 | 11,800 | 76,933 | 76,933 | 123,780 CHF | 124,560 CHF | 98.90% | 98.90% |
19/11/2024 | 0.60% | 1.68 CHF | 1.72 CHF | 10,500 | 10,500 | 69,440 | 69,440 | 127,822 CHF | 128,526 CHF | 98.74% | 98.74% |
18/11/2024 | 0.59% | 1.88 CHF | 1.92 CHF | 11,200 | 11,200 | 71,220 | 71,220 | 132,140 CHF | 132,863 CHF | 98.94% | 98.94% |
15/11/2024 | 0.61% | 1.78 CHF | 1.81 CHF | 14,100 | 14,100 | 89,522 | 89,522 | 154,995 CHF | 155,899 CHF | 98.94% | 98.94% |
14/11/2024 | 0.71% | 1.49 CHF | 1.52 CHF | 13,800 | 13,800 | 89,223 | 89,223 | 132,838 CHF | 133,739 CHF | 98.85% | 98.85% |
13/11/2024 | 0.69% | 1.44 CHF | 1.47 CHF | 13,100 | 13,100 | 85,125 | 85,125 | 130,120 CHF | 130,980 CHF | 98.87% | 98.87% |
12/11/2024 | 0.70% | 1.53 CHF | 1.56 CHF | 15,300 | 15,300 | 99,409 | 99,409 | 150,615 CHF | 151,619 CHF | 98.76% | 98.76% |
11/11/2024 | 0.76% | 1.36 CHF | 1.40 CHF | 12,300 | 12,300 | 79,725 | 79,725 | 114,935 CHF | 115,744 CHF | 98.90% | 98.90% |
08/11/2024 | 0.67% | 1.57 CHF | 1.61 CHF | 11,300 | 11,300 | 73,461 | 73,461 | 119,158 CHF | 119,903 CHF | 97.81% | 97.81% |
07/11/2024 | 0.62% | 1.69 CHF | 1.72 CHF | 13,000 | 13,000 | 83,685 | 83,685 | 143,015 CHF | 143,860 CHF | 98.90% | 98.90% |