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 | 0.20% | 42.75 CHF | 42.90 CHF | 9,000 | 9,000 | 3,477 | 3,477 | 151,817 CHF | 152,156 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 41.50 CHF | 41.55 CHF | 10,200 | 10,200 | 4,087 | 4,087 | 163,038 CHF | 163,243 CHF | 97.53% | 97.53% |
18/11/2024 | 0.14% | 38.10 CHF | 38.15 CHF | 9,800 | 9,800 | 3,831 | 3,831 | 140,992 CHF | 141,184 CHF | 98.85% | 98.92% |
15/11/2024 | 0.18% | 41.00 CHF | 41.05 CHF | 8,800 | 8,800 | 3,509 | 3,509 | 150,869 CHF | 151,092 CHF | 99.73% | 99.73% |
14/11/2024 | 0.17% | 47.90 CHF | 47.95 CHF | 8,100 | 8,100 | 3,299 | 3,299 | 154,300 CHF | 154,510 CHF | 100.00% | 100.00% |
13/11/2024 | 0.16% | 46.15 CHF | 46.20 CHF | 8,500 | 8,500 | 3,194 | 3,194 | 150,227 CHF | 150,428 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 47.05 CHF | 47.10 CHF | 8,300 | 8,300 | 3,396 | 3,396 | 155,173 CHF | 155,388 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 44.90 CHF | 44.95 CHF | 8,600 | 8,600 | 3,358 | 3,358 | 152,818 CHF | 153,031 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 46.35 CHF | 46.40 CHF | 8,400 | 8,400 | 3,260 | 3,260 | 153,621 CHF | 153,826 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 46.45 CHF | 46.50 CHF | 8,900 | 8,900 | 3,544 | 3,544 | 161,840 CHF | 162,064 CHF | 99.76% | 99.76% |