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 | 0.81% | 1.28 CHF | 1.29 CHF | 103,700 | 103,700 | 96,607 | 96,607 | 118,711 CHF | 119,677 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 104,300 | 104,300 | 104,300 | 104,300 | 137,203 CHF | 138,246 CHF | 99.87% | 99.87% |
18/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 109,500 | 109,500 | 107,931 | 107,931 | 137,713 CHF | 138,792 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 96,000 | 96,000 | 98,068 | 98,068 | 121,334 CHF | 122,315 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 111,500 | 111,500 | 110,650 | 110,650 | 140,280 CHF | 141,386 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 1.22 CHF | 1.23 CHF | 95,500 | 95,500 | 100,683 | 100,683 | 129,340 CHF | 130,347 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 114,700 | 114,700 | 107,839 | 107,839 | 135,228 CHF | 136,307 CHF | 99.89% | 99.89% |
11/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 99,600 | 99,600 | 99,600 | 99,600 | 117,027 CHF | 118,023 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 118,625 CHF | 119,585 CHF | 98.92% | 98.92% |
07/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 102,700 | 102,700 | 97,553 | 97,553 | 122,995 CHF | 123,971 CHF | 100.00% | 100.00% |