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 | 0.73% | 2.83 CHF | 2.85 CHF | 13,000 | 13,000 | 12,878 | 12,878 | 35,297 CHF | 35,555 CHF | 99.98% | 99.98% |
20/11/2024 | 0.68% | 2.98 CHF | 3.00 CHF | 12,000 | 12,000 | 11,887 | 11,887 | 35,377 CHF | 35,615 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 3.13 CHF | 3.15 CHF | 11,000 | 11,000 | 10,897 | 10,897 | 35,757 CHF | 35,975 CHF | 100.00% | 100.00% |
18/11/2024 | 0.62% | 3.28 CHF | 3.30 CHF | 12,000 | 12,000 | 11,762 | 11,762 | 38,527 CHF | 38,762 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 3.23 CHF | 3.24 CHF | 19,000 | 19,000 | 18,484 | 18,484 | 51,330 CHF | 51,515 CHF | 71.38% | 71.38% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 18,000 | 18,000 | 17,828 | 17,828 | 40,909 CHF | 41,087 CHF | 98.93% | 98.93% |
12/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 16,000 | 16,000 | 15,911 | 15,911 | 34,264 CHF | 34,423 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 16,000 | 16,000 | 15,845 | 15,845 | 35,386 CHF | 35,545 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 15,000 | 15,000 | 15,530 | 15,530 | 38,219 CHF | 38,374 CHF | 100.00% | 100.00% |