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 | 1.71% | 26.39 CHF | 26.49 CHF | 6,300 | 6,300 | 2,816 | 2,816 | 72,645 CHF | 73,520 CHF | 99.89% | 99.89% |
19/11/2024 | 1.68% | 24.79 CHF | 24.89 CHF | 6,600 | 6,600 | 2,986 | 2,986 | 72,899 CHF | 73,775 CHF | 99.90% | 99.90% |
18/11/2024 | 1.64% | 23.68 CHF | 23.77 CHF | 7,100 | 7,100 | 3,168 | 3,168 | 74,709 CHF | 75,570 CHF | 97.12% | 97.12% |
15/11/2024 | 1.79% | 22.65 CHF | 22.73 CHF | 7,900 | 7,900 | 3,158 | 3,158 | 66,014 CHF | 66,741 CHF | 99.40% | 99.40% |
14/11/2024 | 1.68% | 18.98 CHF | 19.06 CHF | 7,800 | 7,800 | 3,552 | 3,552 | 72,192 CHF | 73,054 CHF | 99.99% | 99.99% |
13/11/2024 | 1.68% | 19.55 CHF | 19.63 CHF | 8,600 | 8,600 | 3,787 | 3,787 | 72,253 CHF | 73,115 CHF | 100.00% | 100.00% |
12/11/2024 | 1.69% | 18.45 CHF | 18.52 CHF | 9,300 | 9,300 | 4,185 | 4,185 | 73,888 CHF | 74,775 CHF | 99.92% | 99.92% |
11/11/2024 | 1.70% | 17.09 CHF | 17.16 CHF | 9,300 | 9,300 | 4,232 | 4,232 | 71,775 CHF | 72,650 CHF | 99.90% | 99.90% |
08/11/2024 | 1.70% | 17.15 CHF | 17.22 CHF | 9,800 | 9,800 | 4,400 | 4,400 | 72,818 CHF | 73,697 CHF | 98.94% | 98.94% |
07/11/2024 | 1.73% | 16.17 CHF | 16.24 CHF | 9,700 | 9,700 | 4,372 | 4,372 | 69,986 CHF | 70,865 CHF | 100.00% | 100.00% |