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 | 0.36% | 2.64 CHF | 2.65 CHF | 26,200 | 26,200 | 26,092 | 26,092 | 72,210 CHF | 72,471 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 24,400 | 24,400 | 24,309 | 24,309 | 60,829 CHF | 61,072 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.77 CHF | 2.78 CHF | 24,500 | 24,500 | 24,399 | 24,399 | 64,569 CHF | 64,813 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 2.82 CHF | 2.83 CHF | 22,000 | 22,000 | 21,619 | 21,619 | 66,534 CHF | 66,751 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 21,900 | 21,900 | 22,290 | 22,290 | 69,665 CHF | 69,888 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 22,300 | 22,300 | 21,882 | 21,882 | 67,194 CHF | 67,413 CHF | 99.79% | 99.79% |
12/11/2024 | 0.60% | 2.99 CHF | 3.01 CHF | 18,200 | 18,200 | 17,469 | 17,469 | 57,870 CHF | 58,220 CHF | 99.85% | 99.85% |
11/11/2024 | 0.50% | 4.01 CHF | 4.03 CHF | 19,800 | 19,800 | 19,718 | 19,718 | 78,665 CHF | 79,059 CHF | 99.67% | 99.67% |
08/11/2024 | 0.58% | 3.21 CHF | 3.23 CHF | 17,300 | 17,300 | 17,230 | 17,230 | 59,649 CHF | 59,994 CHF | 99.48% | 99.48% |
07/11/2024 | 0.27% | 3.93 CHF | 3.94 CHF | 22,600 | 22,600 | 22,527 | 22,527 | 84,965 CHF | 85,190 CHF | 99.39% | 99.39% |