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 | 1.60% | 2.03 CHF | 2.06 CHF | 35,100 | 35,100 | 32,706 | 32,706 | 60,919 CHF | 61,900 CHF | 100.00% | 100.00% |
19/11/2024 | 1.39% | 2.03 CHF | 2.06 CHF | 35,500 | 35,500 | 35,500 | 35,500 | 75,928 CHF | 76,993 CHF | 99.84% | 99.84% |
18/11/2024 | 1.43% | 2.07 CHF | 2.10 CHF | 38,700 | 38,700 | 38,140 | 38,140 | 76,856 CHF | 77,958 CHF | 100.00% | 100.00% |
15/11/2024 | 1.58% | 1.95 CHF | 1.98 CHF | 32,500 | 32,500 | 33,198 | 33,198 | 62,942 CHF | 63,938 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 2.03 CHF | 2.05 CHF | 39,800 | 39,800 | 39,494 | 39,494 | 79,293 CHF | 80,082 CHF | 100.00% | 100.00% |
13/11/2024 | 1.45% | 1.86 CHF | 1.89 CHF | 32,000 | 32,000 | 33,684 | 33,684 | 69,472 CHF | 70,483 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 2.06 CHF | 2.08 CHF | 41,400 | 41,400 | 38,905 | 38,905 | 77,072 CHF | 77,850 CHF | 99.86% | 99.86% |
11/11/2024 | 1.72% | 1.81 CHF | 1.84 CHF | 34,100 | 34,100 | 34,100 | 34,100 | 58,939 CHF | 59,962 CHF | 100.00% | 100.00% |
08/11/2024 | 1.55% | 1.94 CHF | 1.97 CHF | 31,900 | 31,900 | 31,900 | 31,900 | 61,268 CHF | 62,225 CHF | 98.88% | 98.88% |
07/11/2024 | 1.49% | 2.09 CHF | 2.12 CHF | 33,800 | 33,800 | 32,106 | 32,106 | 64,290 CHF | 65,253 CHF | 100.00% | 100.00% |