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 | 0.81% | 2.56 CHF | 2.58 CHF | 31,180 | 31,180 | 30,768 | 30,768 | 76,118 CHF | 76,734 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 2.51 CHF | 2.53 CHF | 33,400 | 33,400 | 33,011 | 33,011 | 82,431 CHF | 83,092 CHF | 100.00% | 100.00% |
18/11/2024 | 0.86% | 2.39 CHF | 2.41 CHF | 34,930 | 34,930 | 34,491 | 34,491 | 81,163 CHF | 81,853 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 2.29 CHF | 2.31 CHF | 39,350 | 39,350 | 39,239 | 39,239 | 87,904 CHF | 88,689 CHF | 71.44% | 71.44% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 1.03% | 1.99 CHF | 2.01 CHF | 38,920 | 38,920 | 38,501 | 38,501 | 75,363 CHF | 76,134 CHF | 98.95% | 98.95% |
12/11/2024 | 1.02% | 2.01 CHF | 2.03 CHF | 41,700 | 41,700 | 41,195 | 41,195 | 81,468 CHF | 82,293 CHF | 100.00% | 100.00% |
11/11/2024 | 1.07% | 1.87 CHF | 1.89 CHF | 38,940 | 38,940 | 38,593 | 38,593 | 72,407 CHF | 73,180 CHF | 100.00% | 100.00% |
08/11/2024 | 1.03% | 1.99 CHF | 2.01 CHF | 41,870 | 41,870 | 41,375 | 41,375 | 80,991 CHF | 81,820 CHF | 100.00% | 100.00% |
07/11/2024 | 1.07% | 1.86 CHF | 1.88 CHF | 39,970 | 39,970 | 39,709 | 39,709 | 74,675 CHF | 75,470 CHF | 100.00% | 100.00% |