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 | 2.23% | 0.94 CHF | 0.95 CHF | 35,530 | 35,530 | 24,093 | 24,093 | 21,086 CHF | 21,514 CHF | 99.99% | 99.99% |
19/11/2024 | 2.58% | 0.73 CHF | 0.74 CHF | 37,000 | 37,000 | 24,719 | 24,719 | 18,025 CHF | 18,461 CHF | 98.98% | 98.98% |
18/11/2024 | 2.15% | 0.72 CHF | 0.73 CHF | 37,020 | 37,020 | 24,220 | 24,220 | 20,581 CHF | 21,007 CHF | 99.94% | 99.94% |
15/11/2024 | 1.60% | 1.01 CHF | 1.02 CHF | 35,320 | 35,320 | 22,884 | 22,884 | 27,125 CHF | 27,541 CHF | 71.73% | 71.73% |
14/11/2024 | 1.25% | 1.44 CHF | 1.45 CHF | 33,240 | 33,240 | 21,974 | 21,974 | 33,126 CHF | 33,514 CHF | 100.00% | 100.00% |
13/11/2024 | 1.21% | 1.61 CHF | 1.62 CHF | 32,460 | 32,460 | 21,852 | 21,852 | 34,678 CHF | 35,065 CHF | 99.89% | 99.89% |
12/11/2024 | 1.17% | 1.56 CHF | 1.57 CHF | 32,810 | 32,810 | 21,736 | 21,736 | 35,373 CHF | 35,757 CHF | 100.00% | 100.00% |
11/11/2024 | 1.14% | 1.76 CHF | 1.77 CHF | 31,990 | 31,990 | 21,639 | 21,639 | 36,508 CHF | 36,892 CHF | 100.00% | 100.00% |
08/11/2024 | 1.34% | 1.64 CHF | 1.65 CHF | 32,790 | 32,790 | 22,544 | 22,544 | 32,894 CHF | 33,294 CHF | 100.00% | 100.00% |
07/11/2024 | 1.56% | 1.32 CHF | 1.33 CHF | 34,470 | 34,470 | 23,307 | 23,307 | 28,957 CHF | 29,370 CHF | 100.00% | 100.00% |