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 | 0.93% | 3.30 CHF | 3.31 CHF | 47,800 | 47,800 | 16,580 | 16,580 | 54,810 CHF | 55,135 CHF | 99.03% | 99.03% |
19/11/2024 | 0.91% | 3.24 CHF | 3.25 CHF | 46,600 | 46,600 | 16,030 | 16,030 | 52,874 CHF | 53,184 CHF | 99.38% | 99.38% |
18/11/2024 | 0.95% | 3.47 CHF | 3.48 CHF | 48,000 | 48,000 | 16,500 | 16,500 | 54,721 CHF | 55,044 CHF | 99.89% | 99.89% |
15/11/2024 | 2.05% | 3.51 CHF | 3.52 CHF | 33,400 | 33,400 | 9,492 | 9,492 | 34,081 CHF | 34,346 CHF | 96.85% | 96.85% |
14/11/2024 | 0.75% | 5.30 CHF | 5.31 CHF | 31,600 | 31,600 | 10,771 | 10,771 | 56,549 CHF | 56,797 CHF | 99.89% | 99.89% |
13/11/2024 | 0.80% | 4.92 CHF | 4.93 CHF | 30,400 | 30,400 | 10,420 | 10,420 | 52,786 CHF | 53,040 CHF | 100.00% | 100.00% |
12/11/2024 | 0.89% | 5.32 CHF | 5.34 CHF | 28,700 | 28,700 | 9,807 | 9,807 | 53,890 CHF | 54,215 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 5.68 CHF | 5.70 CHF | 27,100 | 27,100 | 9,303 | 9,303 | 53,303 CHF | 53,611 CHF | 99.93% | 99.93% |
08/11/2024 | 0.80% | 6.17 CHF | 6.19 CHF | 25,400 | 25,400 | 8,815 | 8,815 | 53,963 CHF | 54,254 CHF | 100.00% | 100.00% |
07/11/2024 | 0.86% | 5.93 CHF | 5.95 CHF | 28,800 | 28,800 | 9,994 | 9,994 | 58,366 CHF | 58,701 CHF | 100.00% | 100.00% |