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 | 0.84% | 7.33 CHF | 7.39 CHF | 11,800 | 11,800 | 11,823 | 11,823 | 83,874 CHF | 84,584 CHF | 99.64% | 99.64% |
20/11/2024 | 0.86% | 5.57 CHF | 5.62 CHF | 14,900 | 14,900 | 14,830 | 14,830 | 85,803 CHF | 86,545 CHF | 99.49% | 99.49% |
19/11/2024 | 0.89% | 5.51 CHF | 5.56 CHF | 14,500 | 14,500 | 14,505 | 14,505 | 81,460 CHF | 82,185 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 5.72 CHF | 5.76 CHF | 15,200 | 15,200 | 15,200 | 15,200 | 84,622 CHF | 85,230 CHF | 99.90% | 99.90% |
15/11/2024 | 0.74% | 5.52 CHF | 5.56 CHF | 15,700 | 15,700 | 15,835 | 15,835 | 85,166 CHF | 85,800 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 5.20 CHF | 5.24 CHF | 17,200 | 17,200 | 17,261 | 17,261 | 86,026 CHF | 86,716 CHF | 98.55% | 98.55% |
13/11/2024 | 0.85% | 4.73 CHF | 4.77 CHF | 18,500 | 18,500 | 18,603 | 18,603 | 87,382 CHF | 88,126 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 4.42 CHF | 4.46 CHF | 16,600 | 16,600 | 16,363 | 16,363 | 77,358 CHF | 78,012 CHF | 99.88% | 99.88% |
11/11/2024 | 0.78% | 5.16 CHF | 5.20 CHF | 17,600 | 17,600 | 17,727 | 17,727 | 90,547 CHF | 91,257 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 4.64 CHF | 4.68 CHF | 16,700 | 16,700 | 16,680 | 16,680 | 78,391 CHF | 79,058 CHF | 98.30% | 98.30% |