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 | 0.40% | 49.00 CHF | 49.20 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 84,759 CHF | 85,099 CHF | 99.44% | 99.44% |
19/11/2024 | 0.42% | 47.65 CHF | 47.85 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 81,142 CHF | 81,482 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 48.50 CHF | 48.70 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 82,073 CHF | 82,413 CHF | 99.88% | 99.88% |
15/11/2024 | 0.44% | 47.10 CHF | 47.30 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 77,740 CHF | 78,080 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 48.55 CHF | 48.75 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 78,032 CHF | 78,372 CHF | 98.58% | 98.58% |
13/11/2024 | 0.41% | 48.70 CHF | 48.90 CHF | 1,700 | 1,700 | 1,745 | 1,745 | 84,831 CHF | 85,180 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 45.95 CHF | 46.15 CHF | 1,700 | 1,700 | 1,690 | 1,690 | 80,424 CHF | 80,762 CHF | 99.88% | 99.88% |
11/11/2024 | 0.39% | 50.30 CHF | 50.50 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 80,945 CHF | 81,265 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 50.05 CHF | 50.25 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 79,912 CHF | 80,232 CHF | 98.30% | 98.30% |
07/11/2024 | 0.38% | 51.20 CHF | 51.40 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 83,036 CHF | 83,356 CHF | 100.00% | 100.00% |