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 | 1.05% | 0.98 CHF | 1.02 CHF | 9,700 | 9,700 | 63,628 | 63,628 | 66,648 CHF | 67,294 CHF | 98.90% | 98.90% |
19/11/2024 | 0.83% | 1.13 CHF | 1.18 CHF | 7,600 | 7,600 | 50,610 | 50,610 | 70,604 CHF | 71,120 CHF | 98.74% | 98.74% |
18/11/2024 | 0.79% | 1.45 CHF | 1.50 CHF | 8,400 | 8,400 | 53,295 | 53,295 | 75,375 CHF | 75,918 CHF | 98.94% | 98.94% |
15/11/2024 | 0.87% | 1.32 CHF | 1.36 CHF | 12,400 | 12,400 | 78,828 | 78,828 | 98,286 CHF | 99,085 CHF | 98.94% | 98.94% |
14/11/2024 | 1.15% | 0.94 CHF | 0.98 CHF | 12,400 | 12,400 | 80,455 | 80,455 | 75,536 CHF | 76,352 CHF | 98.85% | 98.85% |
13/11/2024 | 1.11% | 0.88 CHF | 0.92 CHF | 11,400 | 11,400 | 73,731 | 73,731 | 73,071 CHF | 73,819 CHF | 98.87% | 98.87% |
12/11/2024 | 1.08% | 0.99 CHF | 1.02 CHF | 14,800 | 14,800 | 95,998 | 95,998 | 93,679 CHF | 94,648 CHF | 98.76% | 98.76% |
11/11/2024 | 1.21% | 0.80 CHF | 0.84 CHF | 9,800 | 9,800 | 63,373 | 63,373 | 57,805 CHF | 58,448 CHF | 98.90% | 98.90% |
08/11/2024 | 0.97% | 1.09 CHF | 1.14 CHF | 8,100 | 8,100 | 52,959 | 52,959 | 61,918 CHF | 62,458 CHF | 97.81% | 97.81% |
07/11/2024 | 0.80% | 1.29 CHF | 1.33 CHF | 10,300 | 10,300 | 66,915 | 66,915 | 87,375 CHF | 88,049 CHF | 97.35% | 97.35% |