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 | 0.83% | 30.90 CHF | 31.15 CHF | 3,500 | 3,500 | 3,467 | 3,467 | 105,199 CHF | 106,067 CHF | 99.99% | 99.99% |
20/11/2024 | 0.74% | 26.55 CHF | 26.75 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 107,439 CHF | 108,233 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 26.45 CHF | 26.65 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 105,798 CHF | 106,591 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 26.95 CHF | 27.15 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 105,307 CHF | 106,100 CHF | 100.00% | 100.00% |
15/11/2024 | 0.76% | 26.45 CHF | 26.65 CHF | 4,000 | 4,000 | 4,395 | 4,395 | 114,733 CHF | 115,612 CHF | 71.40% | 71.40% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.82% | 24.50 CHF | 24.70 CHF | 4,500 | 4,500 | 4,457 | 4,457 | 108,770 CHF | 109,663 CHF | 99.56% | 99.56% |
12/11/2024 | 0.83% | 23.60 CHF | 23.80 CHF | 4,500 | 4,500 | 4,458 | 4,458 | 108,673 CHF | 109,566 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 25.50 CHF | 25.70 CHF | 4,500 | 4,500 | 4,458 | 4,458 | 112,997 CHF | 113,890 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 24.10 CHF | 24.30 CHF | 4,500 | 4,500 | 4,458 | 4,458 | 108,117 CHF | 109,010 CHF | 100.00% | 100.00% |