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 | 0.42% | 14.33 CHF | 14.39 CHF | 3,800 | 3,800 | 3,698 | 3,698 | 53,258 CHF | 53,480 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 13.96 CHF | 14.02 CHF | 3,700 | 3,700 | 3,595 | 3,595 | 50,960 CHF | 51,176 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 14.50 CHF | 14.56 CHF | 3,800 | 3,800 | 3,699 | 3,699 | 52,792 CHF | 53,014 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 14.17 CHF | 14.23 CHF | 3,900 | 3,900 | 3,791 | 3,791 | 53,679 CHF | 53,906 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 13.64 CHF | 13.70 CHF | 3,900 | 3,900 | 3,798 | 3,798 | 50,343 CHF | 50,571 CHF | 99.35% | 99.35% |
13/11/2024 | 0.43% | 13.63 CHF | 13.69 CHF | 3,900 | 3,900 | 3,798 | 3,798 | 52,851 CHF | 53,079 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 13.65 CHF | 13.71 CHF | 3,500 | 3,500 | 3,387 | 3,387 | 48,256 CHF | 48,459 CHF | 98.86% | 100.00% |
11/11/2024 | 0.43% | 15.50 CHF | 15.57 CHF | 3,200 | 3,200 | 3,117 | 3,117 | 50,702 CHF | 50,920 CHF | 99.93% | 99.93% |
08/11/2024 | 0.44% | 16.40 CHF | 16.48 CHF | 2,700 | 2,700 | 2,550 | 2,550 | 45,856 CHF | 46,060 CHF | 100.00% | 100.00% |
07/11/2024 | 0.38% | 21.41 CHF | 21.49 CHF | 2,800 | 2,800 | 2,726 | 2,726 | 57,122 CHF | 57,340 CHF | 98.41% | 98.41% |