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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.48% | 0.65 CHF | 0.68 CHF | 92,000 | 94,000 | 92,142 | 92,142 | 61,913 CHF | 62,834 CHF | 0.96% | 97.34% |
22/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 94,000 | 94,000 | 91,703 | 91,703 | 64,740 CHF | 65,657 CHF | 100.00% | 100.00% |
20/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 63,897 CHF | 64,812 CHF | 100.00% | 100.00% |
19/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 94,000 | 94,000 | 91,391 | 91,391 | 64,151 CHF | 65,065 CHF | 100.00% | 100.00% |
18/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 94,000 | 94,000 | 91,505 | 91,505 | 64,343 CHF | 65,258 CHF | 100.00% | 100.00% |
15/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 94,000 | 94,000 | 91,397 | 91,397 | 65,279 CHF | 66,193 CHF | 100.00% | 100.00% |
14/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 94,000 | 94,000 | 92,566 | 92,566 | 69,604 CHF | 70,529 CHF | 99.34% | 99.34% |
13/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 94,000 | 94,000 | 91,730 | 91,730 | 66,516 CHF | 67,433 CHF | 100.00% | 100.00% |
12/11/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 94,000 | 94,000 | 91,115 | 91,115 | 65,577 CHF | 66,488 CHF | 98.86% | 100.00% |
11/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 92,000 | 92,000 | 87,739 | 87,739 | 57,446 CHF | 58,323 CHF | 99.93% | 99.93% |