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 | 1.76% | 2.73 CHF | 2.78 CHF | 24,100 | 24,100 | 24,253 | 24,253 | 68,533 CHF | 69,745 CHF | 99.45% | 99.45% |
19/11/2024 | 1.56% | 2.89 CHF | 2.94 CHF | 24,300 | 24,300 | 26,381 | 26,381 | 70,868 CHF | 71,979 CHF | 98.78% | 98.78% |
18/11/2024 | 1.68% | 2.58 CHF | 2.62 CHF | 27,000 | 27,000 | 29,459 | 29,459 | 69,513 CHF | 70,691 CHF | 98.78% | 98.78% |
15/11/2024 | 1.82% | 2.20 CHF | 2.24 CHF | 30,200 | 30,200 | 32,248 | 32,248 | 70,221 CHF | 71,511 CHF | 100.00% | 100.00% |
14/11/2024 | 2.04% | 1.93 CHF | 1.97 CHF | 32,900 | 32,900 | 30,961 | 30,961 | 60,046 CHF | 61,284 CHF | 100.00% | 100.00% |
13/11/2024 | 1.89% | 2.04 CHF | 2.08 CHF | 30,400 | 30,400 | 28,871 | 28,871 | 60,479 CHF | 61,634 CHF | 100.00% | 100.00% |
12/11/2024 | 2.13% | 2.07 CHF | 2.11 CHF | 28,400 | 28,400 | 26,745 | 26,745 | 59,276 CHF | 60,553 CHF | 99.82% | 99.82% |
11/11/2024 | 1.99% | 2.44 CHF | 2.49 CHF | 26,300 | 26,300 | 24,935 | 24,935 | 62,125 CHF | 63,372 CHF | 99.74% | 99.74% |
08/11/2024 | 1.88% | 2.51 CHF | 2.56 CHF | 24,500 | 24,500 | 23,426 | 23,426 | 61,864 CHF | 63,035 CHF | 99.94% | 99.94% |
07/11/2024 | 1.67% | 2.97 CHF | 3.02 CHF | 23,100 | 23,100 | 22,794 | 22,794 | 67,871 CHF | 69,010 CHF | 99.69% | 99.69% |