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 | 0.72% | 4.32 CHF | 4.35 CHF | 22,970 | 22,970 | 22,666 | 22,666 | 95,123 CHF | 95,803 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 4.25 CHF | 4.28 CHF | 24,330 | 24,330 | 24,048 | 24,048 | 101,705 CHF | 102,427 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 4.08 CHF | 4.11 CHF | 25,220 | 25,220 | 24,911 | 24,911 | 100,470 CHF | 101,218 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 3.94 CHF | 3.97 CHF | 27,840 | 27,840 | 27,774 | 27,774 | 107,635 CHF | 108,468 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 | 0.87% | 3.52 CHF | 3.55 CHF | 27,450 | 27,450 | 27,165 | 27,165 | 94,416 CHF | 95,231 CHF | 98.97% | 98.97% |
12/11/2024 | 0.86% | 3.54 CHF | 3.57 CHF | 29,110 | 29,110 | 28,755 | 28,755 | 100,743 CHF | 101,607 CHF | 100.00% | 100.00% |
11/11/2024 | 0.90% | 3.36 CHF | 3.39 CHF | 27,440 | 27,440 | 27,197 | 27,197 | 91,371 CHF | 92,188 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 3.53 CHF | 3.56 CHF | 29,230 | 29,230 | 28,878 | 28,878 | 100,290 CHF | 101,157 CHF | 100.00% | 100.00% |
07/11/2024 | 0.90% | 3.34 CHF | 3.37 CHF | 28,080 | 28,080 | 27,889 | 27,889 | 93,833 CHF | 94,671 CHF | 100.00% | 100.00% |