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 | 0.69% | 2.86 CHF | 2.88 CHF | 18,800 | 18,800 | 18,298 | 18,298 | 52,558 CHF | 52,924 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 2.78 CHF | 2.80 CHF | 18,200 | 18,200 | 17,689 | 17,689 | 50,015 CHF | 50,369 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 2.89 CHF | 2.91 CHF | 18,700 | 18,700 | 18,204 | 18,204 | 51,822 CHF | 52,186 CHF | 100.00% | 100.00% |
15/11/2024 | 0.71% | 2.83 CHF | 2.85 CHF | 19,400 | 19,400 | 18,864 | 18,864 | 53,276 CHF | 53,653 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 2.72 CHF | 2.74 CHF | 19,100 | 19,100 | 18,805 | 18,805 | 49,696 CHF | 50,073 CHF | 99.35% | 99.35% |
13/11/2024 | 0.72% | 2.72 CHF | 2.74 CHF | 19,100 | 19,100 | 18,638 | 18,638 | 51,712 CHF | 52,085 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 2.72 CHF | 2.74 CHF | 17,200 | 17,200 | 16,685 | 16,685 | 47,411 CHF | 47,745 CHF | 98.86% | 100.00% |
11/11/2024 | 0.61% | 3.09 CHF | 3.11 CHF | 16,000 | 16,000 | 15,303 | 15,303 | 49,702 CHF | 50,008 CHF | 99.93% | 99.93% |
08/11/2024 | 0.56% | 3.28 CHF | 3.30 CHF | 13,200 | 13,200 | 12,594 | 12,594 | 45,252 CHF | 45,503 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 4.28 CHF | 4.30 CHF | 13,600 | 13,600 | 13,406 | 13,406 | 56,123 CHF | 56,392 CHF | 98.41% | 98.41% |