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 | 2.50% | 0.37 CHF | 0.38 CHF | 31,220 | 31,220 | 30,896 | 30,892 | 12,377 CHF | 12,685 CHF | 100.00% | 100.00% |
19/11/2024 | 2.42% | 0.39 CHF | 0.40 CHF | 31,250 | 10,217 | 30,774 | 10,135 | 12,826 CHF | 4,326 CHF | 90.17% | 98.73% |
18/11/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 30,560 | 10,217 | 30,334 | 10,142 | 17,100 CHF | 5,819 CHF | 100.00% | 100.00% |
15/11/2024 | 1.77% | 0.50 CHF | 0.51 CHF | 30,880 | 10,217 | 30,700 | 10,217 | 17,263 CHF | 5,848 CHF | 72.04% | 72.04% |
14/11/2024 | 1.73% | 0.63 CHF | 0.64 CHF | 30,470 | 10,217 | 30,296 | 10,142 | 17,703 CHF | 6,034 CHF | 100.00% | 100.00% |
13/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 30,830 | 10,217 | 30,571 | 10,142 | 15,744 CHF | 5,325 CHF | 98.54% | 98.54% |
12/11/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 30,780 | 10,217 | 30,371 | 10,142 | 17,048 CHF | 5,795 CHF | 99.66% | 99.66% |
11/11/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 30,340 | 10,217 | 29,937 | 10,142 | 20,513 CHF | 7,051 CHF | 100.00% | 100.00% |
08/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 30,370 | 10,217 | 30,036 | 22,251 | 20,370 CHF | 15,393 CHF | 98.91% | 100.00% |
07/11/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 30,290 | 30,290 | 29,933 | 29,933 | 22,110 CHF | 22,410 CHF | 100.00% | 100.00% |