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 | 1.23% | 1.58 CHF | 1.60 CHF | 25,100 | 25,100 | 25,084 | 25,084 | 40,550 CHF | 41,051 CHF | 100.00% | 100.00% |
19/11/2024 | 1.14% | 1.75 CHF | 1.77 CHF | 20,900 | 20,900 | 20,899 | 20,899 | 36,539 CHF | 36,957 CHF | 100.00% | 100.00% |
18/11/2024 | 0.89% | 2.14 CHF | 2.16 CHF | 20,200 | 20,200 | 20,062 | 20,062 | 44,940 CHF | 45,342 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 2.21 CHF | 2.23 CHF | 23,100 | 23,100 | 23,258 | 23,258 | 49,286 CHF | 49,751 CHF | 100.00% | 100.00% |
14/11/2024 | 1.12% | 1.93 CHF | 1.95 CHF | 27,500 | 27,500 | 27,878 | 27,878 | 49,431 CHF | 49,989 CHF | 100.00% | 100.00% |
13/11/2024 | 1.31% | 1.59 CHF | 1.61 CHF | 29,300 | 29,300 | 29,549 | 29,549 | 44,740 CHF | 45,331 CHF | 100.00% | 100.00% |
12/11/2024 | 1.32% | 1.37 CHF | 1.39 CHF | 23,300 | 23,300 | 23,114 | 23,114 | 34,831 CHF | 35,293 CHF | 99.86% | 99.86% |
11/11/2024 | 1.01% | 1.98 CHF | 2.00 CHF | 23,800 | 23,800 | 23,803 | 23,803 | 46,892 CHF | 47,368 CHF | 99.67% | 99.67% |
08/11/2024 | 2.18% | 1.79 CHF | 1.83 CHF | 9,900 | 9,900 | 7,987 | 7,987 | 19,299 CHF | 19,689 CHF | 98.76% | 98.76% |
07/11/2024 | 0.82% | 5.02 CHF | 5.06 CHF | 9,700 | 9,700 | 9,742 | 9,742 | 47,602 CHF | 47,991 CHF | 100.00% | 100.00% |