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 | 0.91% | 51.95 CHF | 52.45 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 87,359 CHF | 88,159 CHF | 100.00% | 100.00% |
19/11/2024 | 1.15% | 44.45 CHF | 44.95 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 69,088 CHF | 69,888 CHF | 100.00% | 100.00% |
18/11/2024 | 1.12% | 46.00 CHF | 46.50 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 71,349 CHF | 72,149 CHF | 100.00% | 100.00% |
15/11/2024 | 1.16% | 45.40 CHF | 45.95 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 70,741 CHF | 71,566 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 48.95 CHF | 49.50 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 69,370 CHF | 70,140 CHF | 100.00% | 100.00% |
13/11/2024 | 1.04% | 51.65 CHF | 52.20 CHF | 1,500 | 1,500 | 1,468 | 1,468 | 76,932 CHF | 77,740 CHF | 100.00% | 100.00% |
12/11/2024 | 1.18% | 52.25 CHF | 52.95 CHF | 1,200 | 1,200 | 1,196 | 1,196 | 70,958 CHF | 71,795 CHF | 99.85% | 99.85% |
11/11/2024 | 1.06% | 65.70 CHF | 66.40 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 85,530 CHF | 86,440 CHF | 99.64% | 99.64% |
08/11/2024 | 1.18% | 59.50 CHF | 60.20 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 75,050 CHF | 75,939 CHF | 98.70% | 98.70% |
07/11/2024 | 1.00% | 58.90 CHF | 59.50 CHF | 1,400 | 1,400 | 1,402 | 1,402 | 83,111 CHF | 83,946 CHF | 100.00% | 100.00% |