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 | 0.73% | 2.63 CHF | 2.65 CHF | 29,000 | 29,000 | 28,465 | 28,465 | 77,737 CHF | 78,306 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 2.82 CHF | 2.84 CHF | 28,400 | 28,400 | 28,414 | 28,414 | 79,261 CHF | 79,830 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 2.79 CHF | 2.81 CHF | 28,200 | 28,200 | 27,958 | 27,958 | 79,803 CHF | 80,362 CHF | 100.00% | 100.00% |
15/11/2024 | 0.67% | 2.85 CHF | 2.87 CHF | 29,900 | 29,900 | 29,814 | 29,814 | 83,307 CHF | 83,870 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.62 CHF | 2.63 CHF | 32,300 | 32,300 | 32,742 | 32,742 | 81,499 CHF | 81,826 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 32,900 | 32,900 | 32,742 | 32,742 | 79,602 CHF | 79,929 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 32,500 | 32,500 | 32,320 | 32,320 | 79,543 CHF | 79,866 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 33,800 | 33,800 | 33,769 | 33,769 | 80,454 CHF | 80,791 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 35,100 | 35,100 | 35,045 | 35,045 | 83,406 CHF | 83,756 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 35,900 | 35,900 | 35,798 | 35,798 | 81,170 CHF | 81,528 CHF | 100.00% | 100.00% |