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 | 0.62% | 1.49 CHF | 1.50 CHF | 55,400 | 55,400 | 55,400 | 55,400 | 88,965 CHF | 89,519 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 53,200 | 53,200 | 53,200 | 53,200 | 75,994 CHF | 76,526 CHF | 100.00% | 100.00% |
18/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 48,900 | 48,900 | 48,900 | 48,900 | 75,702 CHF | 76,191 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 46,200 | 46,200 | 46,200 | 46,200 | 81,075 CHF | 81,537 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 49,600 | 49,600 | 49,600 | 49,600 | 88,844 CHF | 89,340 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 51,000 | 51,000 | 51,000 | 51,000 | 82,574 CHF | 83,084 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.59 CHF | 1.60 CHF | 42,600 | 42,600 | 42,600 | 42,600 | 77,059 CHF | 77,485 CHF | 99.85% | 99.85% |
11/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 46,500 | 46,500 | 46,500 | 46,500 | 91,935 CHF | 92,400 CHF | 99.67% | 99.67% |
08/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 45,600 | 45,600 | 45,600 | 45,600 | 81,145 CHF | 81,601 CHF | 98.75% | 98.75% |
07/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 45,200 | 45,200 | 45,200 | 45,200 | 83,110 CHF | 83,562 CHF | 100.00% | 100.00% |