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 | 2.17% | 0.42 CHF | 0.43 CHF | 86,100 | 86,100 | 85,047 | 85,047 | 38,864 CHF | 39,714 CHF | 100.00% | 100.00% |
19/11/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 78,700 | 78,700 | 78,053 | 78,053 | 38,256 CHF | 39,037 CHF | 100.00% | 100.00% |
18/11/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 71,400 | 71,400 | 71,604 | 71,604 | 37,508 CHF | 38,224 CHF | 100.00% | 100.00% |
15/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 78,400 | 78,400 | 78,113 | 78,113 | 46,745 CHF | 47,526 CHF | 100.00% | 100.00% |
14/11/2024 | 2.00% | 0.54 CHF | 0.55 CHF | 89,200 | 89,200 | 90,117 | 90,117 | 44,836 CHF | 45,737 CHF | 99.35% | 99.35% |
13/11/2024 | 1.60% | 0.36 CHF | 0.37 CHF | 50,200 | 50,200 | 47,613 | 47,613 | 31,537 CHF | 32,013 CHF | 99.46% | 99.46% |
12/11/2024 | 1.02% | 0.88 CHF | 0.89 CHF | 44,100 | 44,100 | 43,445 | 43,445 | 42,325 CHF | 42,760 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 42,500 | 42,500 | 42,559 | 42,559 | 42,654 CHF | 43,080 CHF | 99.93% | 99.93% |
08/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 37,200 | 37,200 | 36,884 | 36,884 | 36,813 CHF | 37,182 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 41,100 | 41,100 | 40,867 | 40,867 | 51,220 CHF | 51,629 CHF | 99.43% | 99.43% |