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 | 0.60% | 22.40 CHF | 22.45 CHF | 3,270 | 3,270 | 2,187 | 2,187 | 49,350 CHF | 49,618 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 22.05 CHF | 22.10 CHF | 3,310 | 3,310 | 2,227 | 2,227 | 48,490 CHF | 48,763 CHF | 98.97% | 98.97% |
18/11/2024 | 0.61% | 22.40 CHF | 22.45 CHF | 3,290 | 3,290 | 2,214 | 2,214 | 48,766 CHF | 49,038 CHF | 100.00% | 100.00% |
15/11/2024 | 0.58% | 22.85 CHF | 22.90 CHF | 3,260 | 3,260 | 2,138 | 2,138 | 50,126 CHF | 50,395 CHF | 71.81% | 71.81% |
14/11/2024 | 0.56% | 24.30 CHF | 24.35 CHF | 3,170 | 3,170 | 2,117 | 2,117 | 51,411 CHF | 51,671 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 24.20 CHF | 24.25 CHF | 3,170 | 3,170 | 2,122 | 2,122 | 51,782 CHF | 52,042 CHF | 99.70% | 99.70% |
12/11/2024 | 0.55% | 24.65 CHF | 24.70 CHF | 3,150 | 3,150 | 2,113 | 2,113 | 51,985 CHF | 52,245 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 24.25 CHF | 24.30 CHF | 3,190 | 3,190 | 2,116 | 2,116 | 52,217 CHF | 52,476 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 24.60 CHF | 24.65 CHF | 3,180 | 3,180 | 2,124 | 2,124 | 52,724 CHF | 52,984 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 24.85 CHF | 24.90 CHF | 3,180 | 3,180 | 2,176 | 2,176 | 51,609 CHF | 51,878 CHF | 100.00% | 100.00% |