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 | 1.35% | 3.40 CHF | 3.41 CHF | 20,300 | 20,300 | 8,932 | 8,932 | 29,861 CHF | 30,139 CHF | 100.00% | 100.00% |
22/11/2024 | 1.53% | 2.97 CHF | 2.98 CHF | 22,400 | 22,400 | 10,041 | 10,041 | 29,172 CHF | 29,486 CHF | 99.38% | 99.38% |
20/11/2024 | 1.48% | 2.52 CHF | 2.53 CHF | 24,800 | 24,800 | 11,044 | 11,044 | 28,812 CHF | 29,124 CHF | 99.90% | 99.90% |
19/11/2024 | 1.49% | 2.58 CHF | 2.59 CHF | 24,300 | 24,300 | 10,463 | 10,463 | 26,715 CHF | 27,005 CHF | 99.89% | 99.89% |
18/11/2024 | 1.61% | 2.71 CHF | 2.72 CHF | 24,000 | 24,000 | 10,582 | 10,582 | 28,718 CHF | 29,046 CHF | 99.90% | 99.90% |
15/11/2024 | 1.60% | 2.71 CHF | 2.72 CHF | 23,200 | 23,200 | 10,273 | 10,273 | 28,141 CHF | 28,463 CHF | 99.90% | 99.90% |
14/11/2024 | 1.55% | 2.89 CHF | 2.90 CHF | 23,000 | 23,000 | 10,283 | 10,283 | 29,176 CHF | 29,498 CHF | 100.00% | 100.00% |
13/11/2024 | 1.67% | 2.82 CHF | 2.83 CHF | 21,600 | 21,600 | 9,204 | 9,204 | 25,598 CHF | 25,872 CHF | 100.00% | 100.00% |
12/11/2024 | 1.41% | 3.00 CHF | 3.01 CHF | 20,800 | 20,800 | 9,236 | 9,236 | 28,612 CHF | 28,901 CHF | 99.92% | 99.92% |
11/11/2024 | 1.39% | 3.15 CHF | 3.16 CHF | 21,200 | 21,200 | 9,428 | 9,428 | 30,082 CHF | 30,378 CHF | 99.90% | 99.90% |