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 | 0.56% | 1.86 CHF | 1.87 CHF | 83,300 | 83,300 | 83,300 | 83,300 | 148,358 CHF | 149,191 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 85,600 | 85,600 | 85,600 | 85,600 | 162,804 CHF | 163,660 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 90,500 | 90,500 | 90,500 | 90,500 | 164,909 CHF | 165,814 CHF | 100.00% | 100.00% |
15/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 94,100 | 94,100 | 94,100 | 94,100 | 160,720 CHF | 161,662 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 89,100 | 89,100 | 89,100 | 89,100 | 150,628 CHF | 151,519 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 87,300 | 87,300 | 87,300 | 87,300 | 156,552 CHF | 157,425 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 1.81 CHF | 1.82 CHF | 97,500 | 97,500 | 97,500 | 97,500 | 166,095 CHF | 167,070 CHF | 99.86% | 99.86% |
11/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 91,100 | 91,100 | 91,100 | 91,100 | 148,080 CHF | 148,991 CHF | 99.67% | 99.67% |
08/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 92,400 | 92,400 | 92,400 | 92,400 | 159,977 CHF | 160,901 CHF | 98.75% | 98.75% |
07/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 93,000 | 93,000 | 93,000 | 93,000 | 158,213 CHF | 159,143 CHF | 100.00% | 100.00% |