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 | 0.27% | 21.93 CHF | 21.95 CHF | 18,800 | 18,800 | 5,984 | 5,984 | 131,140 CHF | 131,338 CHF | 99.89% | 99.89% |
19/11/2024 | 0.30% | 19.77 CHF | 19.79 CHF | 21,000 | 21,000 | 6,776 | 6,776 | 129,941 CHF | 130,166 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 18.75 CHF | 18.77 CHF | 22,800 | 22,800 | 7,276 | 7,276 | 126,816 CHF | 127,041 CHF | 99.87% | 99.87% |
15/11/2024 | 0.29% | 16.92 CHF | 16.94 CHF | 22,800 | 22,800 | 7,031 | 7,031 | 122,977 CHF | 123,197 CHF | 99.69% | 99.69% |
14/11/2024 | 0.28% | 18.55 CHF | 18.57 CHF | 22,200 | 22,200 | 7,137 | 7,137 | 131,645 CHF | 131,870 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 17.84 CHF | 17.86 CHF | 23,100 | 23,100 | 7,687 | 7,687 | 134,042 CHF | 134,283 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 16.20 CHF | 16.22 CHF | 25,500 | 25,500 | 8,164 | 8,164 | 132,071 CHF | 132,301 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 15.67 CHF | 15.69 CHF | 26,400 | 26,400 | 8,463 | 8,463 | 129,969 CHF | 130,208 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 14.63 CHF | 14.65 CHF | 27,500 | 27,500 | 8,749 | 8,749 | 130,261 CHF | 130,508 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 14.53 CHF | 14.55 CHF | 29,200 | 29,200 | 9,369 | 9,369 | 132,265 CHF | 132,530 CHF | 100.00% | 100.00% |