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 | 0.72% | 1.42 CHF | 1.43 CHF | 62,400 | 62,400 | 61,801 | 61,801 | 86,945 CHF | 87,564 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 62,500 | 62,500 | 61,621 | 61,621 | 86,390 CHF | 87,007 CHF | 98.72% | 98.72% |
18/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 61,130 | 61,130 | 60,670 | 60,670 | 80,587 CHF | 81,195 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 61,750 | 61,750 | 61,405 | 61,405 | 81,733 CHF | 82,347 CHF | 71.66% | 71.66% |
14/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 61,030 | 61,030 | 60,596 | 60,596 | 80,092 CHF | 80,699 CHF | 100.00% | 100.00% |
13/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 61,660 | 61,660 | 61,151 | 61,151 | 82,964 CHF | 83,576 CHF | 98.49% | 98.49% |
12/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 61,570 | 61,570 | 60,740 | 60,740 | 81,082 CHF | 81,690 CHF | 99.66% | 99.66% |
11/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 60,710 | 60,710 | 59,895 | 59,895 | 76,304 CHF | 76,903 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 60,750 | 60,750 | 60,079 | 60,079 | 76,924 CHF | 77,525 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 60,560 | 60,560 | 59,879 | 59,879 | 74,932 CHF | 75,531 CHF | 100.00% | 100.00% |