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 | 2.84% | 0.76 CHF | 0.77 CHF | 35,580 | 35,580 | 24,093 | 24,093 | 16,668 CHF | 17,096 CHF | 99.99% | 99.99% |
19/11/2024 | 3.43% | 0.54 CHF | 0.55 CHF | 37,000 | 37,000 | 24,720 | 24,720 | 13,504 CHF | 13,941 CHF | 98.97% | 98.97% |
18/11/2024 | 2.71% | 0.53 CHF | 0.54 CHF | 37,020 | 37,020 | 24,219 | 24,219 | 16,142 CHF | 16,569 CHF | 99.94% | 99.94% |
15/11/2024 | 1.88% | 0.82 CHF | 0.83 CHF | 35,350 | 35,350 | 22,881 | 22,881 | 22,905 CHF | 23,321 CHF | 71.73% | 71.73% |
14/11/2024 | 1.42% | 1.26 CHF | 1.27 CHF | 33,250 | 33,250 | 21,973 | 21,973 | 29,083 CHF | 29,470 CHF | 100.00% | 100.00% |
13/11/2024 | 1.37% | 1.43 CHF | 1.44 CHF | 32,460 | 32,460 | 21,854 | 21,854 | 30,697 CHF | 31,084 CHF | 99.88% | 99.88% |
12/11/2024 | 1.31% | 1.37 CHF | 1.38 CHF | 32,810 | 32,810 | 21,735 | 21,735 | 31,410 CHF | 31,794 CHF | 100.00% | 100.00% |
11/11/2024 | 1.28% | 1.58 CHF | 1.59 CHF | 31,980 | 31,980 | 21,639 | 21,639 | 32,578 CHF | 32,961 CHF | 100.00% | 100.00% |
08/11/2024 | 1.54% | 1.46 CHF | 1.47 CHF | 32,780 | 32,780 | 22,543 | 22,543 | 28,832 CHF | 29,232 CHF | 100.00% | 100.00% |
07/11/2024 | 1.83% | 1.14 CHF | 1.15 CHF | 34,470 | 34,470 | 23,307 | 23,307 | 24,746 CHF | 25,159 CHF | 100.00% | 100.00% |