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 | 0.96% | 32.00 CHF | 32.30 CHF | 2,500 | 2,500 | 2,628 | 2,628 | 82,142 CHF | 82,931 CHF | 99.99% | 99.99% |
20/11/2024 | 0.92% | 26.55 CHF | 26.80 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 80,971 CHF | 81,714 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 26.40 CHF | 26.65 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 79,435 CHF | 80,179 CHF | 100.00% | 100.00% |
18/11/2024 | 0.95% | 27.05 CHF | 27.30 CHF | 3,500 | 3,500 | 3,467 | 3,467 | 92,108 CHF | 92,976 CHF | 100.00% | 100.00% |
15/11/2024 | 0.96% | 26.45 CHF | 26.70 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 91,002 CHF | 91,877 CHF | 71.39% | 71.39% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 1.05% | 24.00 CHF | 24.25 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 94,641 CHF | 95,633 CHF | 99.55% | 99.55% |
12/11/2024 | 1.05% | 22.90 CHF | 23.15 CHF | 3,500 | 3,500 | 3,467 | 3,467 | 82,801 CHF | 83,669 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 25.20 CHF | 25.45 CHF | 3,500 | 3,500 | 3,467 | 3,467 | 86,942 CHF | 87,810 CHF | 100.00% | 100.00% |
08/11/2024 | 1.06% | 23.55 CHF | 23.80 CHF | 3,500 | 3,500 | 3,467 | 3,467 | 82,345 CHF | 83,213 CHF | 100.00% | 100.00% |