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 | 1.92% | 77.30 CHF | 78.90 CHF | 9,800 | 9,800 | 9,782 | 9,782 | 762,312 CHF | 777,089 CHF | 100.00% | 100.00% |
19/11/2024 | 1.89% | 77.50 CHF | 79.10 CHF | 9,800 | 9,800 | 9,779 | 9,779 | 764,065 CHF | 778,630 CHF | 100.00% | 100.00% |
18/11/2024 | 1.72% | 80.70 CHF | 82.10 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 772,101 CHF | 785,532 CHF | 100.00% | 100.00% |
15/11/2024 | 1.73% | 79.50 CHF | 80.90 CHF | 9,700 | 9,700 | 9,606 | 9,606 | 771,440 CHF | 784,880 CHF | 100.00% | 100.00% |
14/11/2024 | 1.72% | 81.30 CHF | 82.70 CHF | 9,500 | 9,500 | 9,560 | 9,560 | 770,825 CHF | 784,200 CHF | 100.00% | 100.00% |
13/11/2024 | 1.75% | 79.30 CHF | 80.70 CHF | 9,700 | 9,700 | 9,653 | 9,653 | 766,815 CHF | 780,320 CHF | 100.00% | 100.00% |
12/11/2024 | 1.73% | 79.50 CHF | 80.90 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 770,050 CHF | 783,481 CHF | 100.00% | 100.00% |
11/11/2024 | 1.69% | 81.70 CHF | 83.10 CHF | 9,500 | 9,500 | 9,429 | 9,429 | 775,126 CHF | 788,317 CHF | 100.00% | 100.00% |
08/11/2024 | 1.69% | 81.70 CHF | 83.10 CHF | 9,500 | 9,500 | 9,468 | 9,468 | 776,909 CHF | 790,154 CHF | 100.00% | 100.00% |
07/11/2024 | 1.67% | 82.50 CHF | 83.90 CHF | 9,400 | 9,400 | 9,400 | 9,400 | 779,202 CHF | 792,353 CHF | 99.24% | 99.24% |