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 | 0.26% | 4.08 CHF | 4.09 CHF | 15,540 | 15,540 | 15,325 | 15,325 | 59,847 CHF | 60,000 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.98 CHF | 3.99 CHF | 15,520 | 15,520 | 15,339 | 15,339 | 60,640 CHF | 60,794 CHF | 98.71% | 98.71% |
18/11/2024 | 0.28% | 3.73 CHF | 3.74 CHF | 15,400 | 15,400 | 15,205 | 15,205 | 55,566 CHF | 55,718 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 15,270 | 15,270 | 15,227 | 15,227 | 51,809 CHF | 51,962 CHF | 71.49% | 71.49% |
14/11/2024 | 0.34% | 2.82 CHF | 2.83 CHF | 14,890 | 14,890 | 14,793 | 14,793 | 43,454 CHF | 43,602 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.76 CHF | 2.77 CHF | 14,790 | 14,790 | 14,646 | 14,646 | 39,141 CHF | 39,288 CHF | 98.57% | 98.57% |
12/11/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 14,840 | 14,840 | 14,664 | 14,664 | 39,915 CHF | 40,061 CHF | 99.68% | 99.68% |
11/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 14,660 | 14,660 | 14,529 | 14,529 | 35,541 CHF | 35,687 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.77 CHF | 2.78 CHF | 14,850 | 14,850 | 14,674 | 14,674 | 39,151 CHF | 39,298 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 14,700 | 14,700 | 14,611 | 14,611 | 35,820 CHF | 35,966 CHF | 100.00% | 100.00% |