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 | 0.91% | 3.09 CHF | 3.10 CHF | 37,000 | 37,000 | 12,259 | 12,259 | 36,959 CHF | 37,168 CHF | 99.90% | 99.90% |
19/11/2024 | 1.30% | 2.89 CHF | 2.90 CHF | 35,500 | 35,500 | 10,284 | 10,284 | 30,074 CHF | 30,267 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 3.08 CHF | 3.09 CHF | 34,100 | 34,100 | 10,386 | 10,386 | 31,541 CHF | 31,689 CHF | 88.25% | 99.61% |
15/11/2024 | 0.82% | 3.15 CHF | 3.16 CHF | 33,900 | 33,900 | 11,751 | 11,751 | 36,954 CHF | 37,158 CHF | 98.94% | 98.94% |
14/11/2024 | 0.90% | 3.29 CHF | 3.30 CHF | 31,300 | 31,300 | 10,797 | 10,797 | 36,409 CHF | 36,621 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 3.49 CHF | 3.50 CHF | 29,500 | 29,500 | 10,179 | 10,179 | 35,899 CHF | 36,099 CHF | 100.00% | 100.00% |
12/11/2024 | 0.94% | 3.71 CHF | 3.72 CHF | 27,600 | 27,600 | 8,833 | 8,833 | 32,938 CHF | 33,091 CHF | 96.78% | 99.91% |
11/11/2024 | 0.84% | 3.91 CHF | 3.92 CHF | 28,800 | 28,800 | 9,983 | 9,983 | 38,088 CHF | 38,286 CHF | 99.89% | 99.89% |
08/11/2024 | 0.91% | 3.62 CHF | 3.63 CHF | 30,700 | 30,700 | 10,797 | 10,797 | 37,944 CHF | 38,158 CHF | 100.00% | 100.00% |
07/11/2024 | 0.96% | 3.33 CHF | 3.34 CHF | 32,800 | 32,800 | 11,385 | 11,385 | 37,378 CHF | 37,603 CHF | 99.90% | 99.90% |