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 | 0.24% | 48.45 CHF | 48.50 CHF | 5,300 | 5,300 | 2,387 | 2,387 | 116,859 CHF | 117,077 CHF | 99.83% | 99.83% |
19/11/2024 | 0.25% | 47.35 CHF | 47.40 CHF | 5,500 | 5,500 | 2,527 | 2,527 | 116,944 CHF | 117,173 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 48.40 CHF | 48.45 CHF | 5,500 | 5,500 | 2,431 | 2,431 | 114,259 CHF | 114,480 CHF | 99.55% | 99.55% |
15/11/2024 | 0.27% | 50.40 CHF | 50.45 CHF | 4,800 | 4,800 | 2,125 | 2,125 | 112,182 CHF | 112,421 CHF | 99.36% | 99.36% |
14/11/2024 | 0.39% | 56.90 CHF | 57.20 CHF | 2,300 | 2,300 | 1,498 | 1,498 | 85,157 CHF | 85,494 CHF | 98.87% | 98.87% |
13/11/2024 | 0.27% | 56.70 CHF | 56.80 CHF | 4,500 | 4,500 | 2,047 | 2,047 | 117,679 CHF | 117,948 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 58.80 CHF | 58.90 CHF | 4,500 | 4,500 | 2,054 | 2,054 | 121,479 CHF | 121,748 CHF | 97.99% | 97.99% |
11/11/2024 | 0.26% | 57.00 CHF | 57.10 CHF | 4,400 | 4,400 | 1,981 | 1,981 | 116,132 CHF | 116,388 CHF | 99.50% | 99.50% |
08/11/2024 | 0.26% | 59.10 CHF | 59.20 CHF | 4,300 | 4,300 | 1,954 | 1,954 | 117,558 CHF | 117,811 CHF | 99.08% | 99.08% |
07/11/2024 | 0.29% | 60.40 CHF | 60.50 CHF | 4,700 | 4,700 | 2,213 | 2,213 | 124,799 CHF | 125,089 CHF | 99.74% | 99.74% |