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 | 1.01% | 27.80 CHF | 28.08 CHF | 8,203 | 22,061 | 8,932 | 22,328 | 247,344 CHF | 624,635 CHF | 100.00% | 100.00% |
20/11/2024 | 1.01% | 27.51 CHF | 27.79 CHF | 9,657 | 21,980 | 9,665 | 22,303 | 266,655 CHF | 621,583 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 27.48 CHF | 27.76 CHF | 9,983 | 23,773 | 9,983 | 24,903 | 274,279 CHF | 691,156 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 27.56 CHF | 27.84 CHF | 8,204 | 23,508 | 8,686 | 24,889 | 239,070 CHF | 691,990 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 27.59 CHF | 27.87 CHF | 9,736 | 21,018 | 9,742 | 21,597 | 269,051 CHF | 602,475 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 27.71 CHF | 27.99 CHF | 5,393 | 12,198 | 9,385 | 14,101 | 259,812 CHF | 394,289 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 27.60 CHF | 27.88 CHF | 1,959 | 16,843 | 3,679 | 20,468 | 101,650 CHF | 571,128 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 27.65 CHF | 27.93 CHF | 8,352 | 10,307 | 9,017 | 10,378 | 250,102 CHF | 290,764 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 27.84 CHF | 28.12 CHF | 6,399 | 8,959 | 7,101 | 9,088 | 197,691 CHF | 255,551 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 27.73 CHF | 28.01 CHF | 8,737 | 6,426 | 9,119 | 6,860 | 253,180 CHF | 192,397 CHF | 100.00% | 100.00% |