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 | 0.82% | 1.17 CHF | 1.18 CHF | 63,000 | 63,000 | 62,206 | 62,206 | 75,249 CHF | 75,871 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 60,300 | 60,300 | 59,802 | 59,802 | 74,830 CHF | 75,428 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 57,200 | 57,200 | 57,338 | 57,338 | 74,260 CHF | 74,833 CHF | 100.00% | 100.00% |
15/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 59,200 | 59,200 | 58,980 | 58,980 | 81,427 CHF | 82,017 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 63,000 | 63,000 | 63,670 | 63,670 | 79,892 CHF | 80,529 CHF | 99.35% | 99.35% |
13/11/2024 | 0.73% | 1.12 CHF | 1.13 CHF | 52,800 | 52,800 | 50,101 | 50,101 | 69,361 CHF | 69,862 CHF | 99.46% | 99.46% |
12/11/2024 | 0.60% | 1.57 CHF | 1.58 CHF | 47,800 | 47,800 | 47,130 | 47,130 | 77,862 CHF | 78,334 CHF | 100.00% | 100.00% |
11/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 46,500 | 46,500 | 46,543 | 46,543 | 78,027 CHF | 78,492 CHF | 99.93% | 99.93% |
08/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 44,300 | 44,300 | 43,924 | 43,924 | 73,586 CHF | 74,026 CHF | 100.00% | 100.00% |
07/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 45,400 | 45,400 | 45,132 | 45,132 | 84,699 CHF | 85,151 CHF | 99.43% | 99.43% |