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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.43% | 47.60 CHF | 47.80 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 159,005 CHF | 159,685 CHF | 99.64% | 99.64% |
20/11/2024 | 0.48% | 40.90 CHF | 41.10 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 158,571 CHF | 159,331 CHF | 99.43% | 99.43% |
19/11/2024 | 0.49% | 40.70 CHF | 40.90 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 156,093 CHF | 156,853 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 41.50 CHF | 41.70 CHF | 3,900 | 3,900 | 3,900 | 3,900 | 159,412 CHF | 160,191 CHF | 99.88% | 99.88% |
15/11/2024 | 0.50% | 40.70 CHF | 40.90 CHF | 3,900 | 3,900 | 3,967 | 3,967 | 159,532 CHF | 160,325 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 39.80 CHF | 39.95 CHF | 4,100 | 4,100 | 4,100 | 4,100 | 159,263 CHF | 159,878 CHF | 98.51% | 98.51% |
13/11/2024 | 0.40% | 37.75 CHF | 37.90 CHF | 4,300 | 4,300 | 4,300 | 4,300 | 161,598 CHF | 162,243 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 36.35 CHF | 36.50 CHF | 4,100 | 4,100 | 4,054 | 4,054 | 152,095 CHF | 152,752 CHF | 99.88% | 99.88% |
11/11/2024 | 0.38% | 39.20 CHF | 39.35 CHF | 4,200 | 4,200 | 4,200 | 4,200 | 163,884 CHF | 164,514 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 37.10 CHF | 37.25 CHF | 4,100 | 4,100 | 4,100 | 4,100 | 153,052 CHF | 153,668 CHF | 98.30% | 98.30% |