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 | 1.45% | 1.33 CHF | 1.34 CHF | 17,150 | 17,150 | 11,517 | 11,517 | 15,216 CHF | 15,420 CHF | 100.00% | 100.00% |
19/11/2024 | 1.44% | 1.33 CHF | 1.34 CHF | 17,250 | 17,250 | 11,474 | 11,474 | 15,291 CHF | 15,495 CHF | 98.37% | 98.37% |
18/11/2024 | 1.37% | 1.39 CHF | 1.40 CHF | 16,980 | 16,980 | 11,309 | 11,309 | 15,806 CHF | 16,006 CHF | 100.00% | 100.00% |
15/11/2024 | 1.30% | 1.37 CHF | 1.38 CHF | 17,060 | 17,060 | 11,000 | 11,000 | 16,308 CHF | 16,508 CHF | 71.88% | 71.88% |
14/11/2024 | 1.29% | 1.49 CHF | 1.50 CHF | 16,550 | 16,550 | 11,041 | 11,041 | 16,470 CHF | 16,665 CHF | 99.80% | 99.80% |
13/11/2024 | 1.22% | 1.53 CHF | 1.54 CHF | 16,410 | 16,410 | 10,897 | 10,897 | 17,066 CHF | 17,258 CHF | 99.90% | 99.90% |
12/11/2024 | 1.22% | 1.53 CHF | 1.54 CHF | 16,430 | 16,430 | 10,879 | 10,879 | 17,022 CHF | 17,214 CHF | 99.51% | 99.51% |
11/11/2024 | 1.11% | 1.69 CHF | 1.70 CHF | 15,840 | 15,840 | 10,515 | 10,515 | 18,119 CHF | 18,305 CHF | 99.77% | 99.77% |
08/11/2024 | 1.12% | 1.63 CHF | 1.64 CHF | 16,200 | 16,200 | 10,648 | 10,648 | 18,074 CHF | 18,262 CHF | 99.50% | 99.50% |
07/11/2024 | 1.05% | 1.87 CHF | 1.88 CHF | 15,380 | 15,380 | 10,334 | 10,334 | 19,063 CHF | 19,246 CHF | 99.92% | 99.92% |