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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.99% | 27.18 CHF | 27.45 CHF | 9,363 | 9,709 | 9,718 | 9,977 | 263,247 CHF | 272,948 CHF | 100.00% | 100.00% |
20/11/2024 | 0.99% | 26.99 CHF | 27.26 CHF | 9,996 | 9,263 | 9,996 | 9,936 | 270,306 CHF | 271,366 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 26.96 CHF | 27.23 CHF | 10,000 | 10,000 | 9,997 | 9,876 | 269,526 CHF | 268,928 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 27.01 CHF | 27.28 CHF | 9,999 | 2,868 | 9,999 | 4,791 | 269,804 CHF | 130,591 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 27.08 CHF | 27.35 CHF | 9,877 | 9,788 | 9,879 | 9,976 | 267,498 CHF | 272,813 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 27.09 CHF | 27.36 CHF | 10,000 | 10,000 | 9,998 | 9,991 | 270,719 CHF | 273,244 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 27.03 CHF | 27.30 CHF | 10,000 | 6,611 | 9,992 | 7,348 | 270,229 CHF | 200,704 CHF | 99.40% | 100.00% |
12/11/2024 | 0.99% | 27.10 CHF | 27.37 CHF | 9,519 | 8,904 | 9,623 | 9,914 | 261,253 CHF | 271,822 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 27.19 CHF | 27.46 CHF | 6,214 | 8,712 | 6,635 | 8,855 | 180,387 CHF | 243,164 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 27.13 CHF | 27.40 CHF | 9,993 | 10,000 | 9,993 | 10,032 | 271,118 CHF | 274,876 CHF | 100.00% | 100.00% |