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 | 0.57% | 82.90 CHF | 83.40 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 220,532 CHF | 221,782 CHF | 99.88% | 99.88% |
19/11/2024 | 0.74% | 83.50 CHF | 84.10 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 179,631 CHF | 180,951 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 103.60 CHF | 104.20 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 225,024 CHF | 226,344 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 98.50 CHF | 99.10 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 230,147 CHF | 231,527 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 96.40 CHF | 96.90 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 235,668 CHF | 236,968 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 81.70 CHF | 82.20 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 223,389 CHF | 224,689 CHF | 100.00% | 100.00% |
12/11/2024 | 0.64% | 84.50 CHF | 85.10 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 206,606 CHF | 207,926 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 102.10 CHF | 102.60 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 239,531 CHF | 240,736 CHF | 100.00% | 100.00% |
08/11/2024 | 0.65% | 90.30 CHF | 90.90 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 211,675 CHF | 213,055 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 100.70 CHF | 101.30 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 239,207 CHF | 240,587 CHF | 99.68% | 99.68% |