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 | 3.65% | 0.50 CHF | 0.51 CHF | 69,340 | 69,340 | 45,829 | 45,829 | 23,518 CHF | 24,327 CHF | 100.00% | 100.00% |
19/11/2024 | 3.88% | 0.51 CHF | 0.52 CHF | 69,060 | 69,060 | 46,669 | 46,669 | 22,905 CHF | 23,730 CHF | 98.98% | 98.98% |
18/11/2024 | 3.93% | 0.49 CHF | 0.50 CHF | 69,680 | 69,680 | 46,876 | 46,876 | 22,603 CHF | 23,432 CHF | 100.00% | 100.00% |
15/11/2024 | 3.93% | 0.47 CHF | 0.48 CHF | 70,440 | 70,440 | 46,068 | 46,068 | 22,573 CHF | 23,418 CHF | 70.91% | 70.91% |
14/11/2024 | 3.56% | 0.51 CHF | 0.52 CHF | 69,140 | 69,140 | 45,520 | 45,520 | 24,017 CHF | 24,820 CHF | 100.00% | 100.00% |
13/11/2024 | 3.45% | 0.54 CHF | 0.55 CHF | 67,840 | 67,840 | 45,219 | 45,219 | 24,703 CHF | 25,502 CHF | 99.92% | 99.92% |
12/11/2024 | 3.51% | 0.54 CHF | 0.55 CHF | 67,910 | 67,910 | 45,372 | 45,372 | 24,546 CHF | 25,349 CHF | 100.00% | 100.00% |
11/11/2024 | 3.60% | 0.54 CHF | 0.55 CHF | 68,300 | 68,300 | 45,873 | 45,873 | 24,258 CHF | 25,070 CHF | 100.00% | 100.00% |
08/11/2024 | 3.55% | 0.53 CHF | 0.54 CHF | 69,160 | 69,160 | 46,121 | 46,121 | 24,527 CHF | 25,342 CHF | 100.00% | 100.00% |
07/11/2024 | 3.67% | 0.53 CHF | 0.54 CHF | 69,360 | 69,360 | 46,658 | 46,658 | 24,166 CHF | 24,992 CHF | 100.00% | 100.00% |