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 | 0.69% | 4.43 CHF | 4.46 CHF | 24,800 | 24,800 | 24,845 | 24,845 | 107,249 CHF | 107,994 CHF | 99.64% | 99.64% |
20/11/2024 | 0.81% | 3.58 CHF | 3.61 CHF | 29,600 | 29,600 | 29,460 | 29,460 | 108,706 CHF | 109,590 CHF | 99.44% | 99.44% |
19/11/2024 | 0.83% | 3.56 CHF | 3.59 CHF | 29,100 | 29,100 | 29,100 | 29,100 | 105,067 CHF | 105,940 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 3.67 CHF | 3.70 CHF | 30,100 | 30,100 | 30,099 | 30,099 | 108,090 CHF | 108,750 CHF | 99.88% | 99.88% |
15/11/2024 | 0.57% | 3.57 CHF | 3.59 CHF | 30,800 | 30,800 | 31,002 | 31,002 | 108,585 CHF | 109,206 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 3.42 CHF | 3.44 CHF | 32,900 | 32,900 | 33,083 | 33,083 | 109,385 CHF | 110,046 CHF | 98.56% | 98.56% |
13/11/2024 | 0.63% | 3.18 CHF | 3.20 CHF | 34,800 | 34,800 | 34,955 | 34,955 | 110,355 CHF | 111,054 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 3.01 CHF | 3.03 CHF | 32,400 | 32,400 | 32,022 | 32,022 | 101,386 CHF | 102,026 CHF | 99.88% | 99.88% |
11/11/2024 | 0.60% | 3.36 CHF | 3.38 CHF | 33,700 | 33,700 | 33,890 | 33,890 | 113,258 CHF | 113,936 CHF | 100.00% | 100.00% |
08/11/2024 | 0.63% | 3.12 CHF | 3.14 CHF | 32,500 | 32,500 | 32,480 | 32,480 | 102,208 CHF | 102,858 CHF | 98.30% | 98.30% |