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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.72% | 0.72 CHF | 0.73 CHF | 17,590 | 17,590 | 11,799 | 11,799 | 8,347 CHF | 8,557 CHF | 99.64% | 99.64% |
22/11/2024 | 2.89% | 0.66 CHF | 0.67 CHF | 17,810 | 17,810 | 11,868 | 11,868 | 7,833 CHF | 8,044 CHF | 99.41% | 99.41% |
20/11/2024 | 2.31% | 0.84 CHF | 0.85 CHF | 17,140 | 17,140 | 11,514 | 11,514 | 9,524 CHF | 9,728 CHF | 100.00% | 100.00% |
19/11/2024 | 2.27% | 0.84 CHF | 0.85 CHF | 17,250 | 17,250 | 11,474 | 11,474 | 9,649 CHF | 9,852 CHF | 98.36% | 98.36% |
18/11/2024 | 2.10% | 0.90 CHF | 0.91 CHF | 16,970 | 16,970 | 11,311 | 11,311 | 10,226 CHF | 10,426 CHF | 100.00% | 100.00% |
15/11/2024 | 1.94% | 0.87 CHF | 0.88 CHF | 17,050 | 17,050 | 11,001 | 11,001 | 10,867 CHF | 11,067 CHF | 71.75% | 71.75% |
14/11/2024 | 1.92% | 1.00 CHF | 1.01 CHF | 16,540 | 16,540 | 11,041 | 11,041 | 11,014 CHF | 11,210 CHF | 99.79% | 99.79% |
13/11/2024 | 1.76% | 1.03 CHF | 1.04 CHF | 16,400 | 16,400 | 10,897 | 10,897 | 11,710 CHF | 11,902 CHF | 99.90% | 99.90% |
12/11/2024 | 1.78% | 1.04 CHF | 1.05 CHF | 16,430 | 16,430 | 10,880 | 10,880 | 11,688 CHF | 11,881 CHF | 99.50% | 99.50% |
11/11/2024 | 1.55% | 1.20 CHF | 1.21 CHF | 15,840 | 15,840 | 10,515 | 10,515 | 12,981 CHF | 13,167 CHF | 99.76% | 99.76% |