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% | 29.35 CHF | 29.64 CHF | 8,563 | 22,527 | 9,332 | 23,487 | 272,629 CHF | 693,040 CHF | 100.00% | 100.00% |
20/11/2024 | 0.99% | 28.94 CHF | 29.23 CHF | 9,497 | 20,800 | 9,535 | 21,244 | 276,759 CHF | 622,788 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 28.88 CHF | 29.17 CHF | 1,912 | 20,061 | 3,317 | 20,978 | 95,904 CHF | 611,776 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 28.99 CHF | 29.28 CHF | 8,181 | 19,812 | 9,065 | 21,202 | 262,495 CHF | 620,102 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 28.98 CHF | 29.27 CHF | 3,110 | 17,328 | 4,102 | 18,440 | 119,221 CHF | 541,480 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 29.22 CHF | 29.51 CHF | 9,553 | 24,853 | 9,766 | 24,944 | 285,210 CHF | 735,744 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 29.08 CHF | 29.37 CHF | 9,675 | 16,013 | 9,680 | 17,937 | 281,748 CHF | 527,301 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 29.12 CHF | 29.41 CHF | 6,903 | 3,350 | 7,835 | 4,512 | 229,448 CHF | 133,484 CHF | 100.00% | 100.00% |
11/11/2024 | 1.02% | 29.41 CHF | 29.71 CHF | 8,960 | 7,468 | 9,513 | 9,808 | 279,742 CHF | 291,338 CHF | 99.38% | 100.00% |
08/11/2024 | 1.06% | 29.22 CHF | 29.51 CHF | 9,965 | 10,000 | 9,966 | 10,034 | 291,547 CHF | 296,665 CHF | 100.00% | 100.00% |