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 | 1.03% | 14.34 CHF | 14.50 CHF | 5,200 | 5,200 | 4,845 | 4,845 | 74,891 CHF | 75,667 CHF | 100.00% | 100.00% |
19/11/2024 | 1.17% | 14.32 CHF | 14.48 CHF | 5,100 | 5,100 | 5,100 | 5,100 | 69,177 CHF | 69,993 CHF | 99.87% | 99.87% |
18/11/2024 | 1.17% | 14.03 CHF | 14.20 CHF | 4,800 | 4,800 | 4,725 | 4,725 | 68,302 CHF | 69,105 CHF | 100.00% | 100.00% |
15/11/2024 | 1.03% | 15.07 CHF | 15.23 CHF | 4,700 | 4,700 | 4,803 | 4,803 | 74,192 CHF | 74,961 CHF | 100.00% | 100.00% |
14/11/2024 | 1.21% | 14.62 CHF | 14.80 CHF | 4,600 | 4,600 | 4,570 | 4,570 | 67,782 CHF | 68,605 CHF | 100.00% | 100.00% |
13/11/2024 | 1.08% | 16.05 CHF | 16.21 CHF | 4,700 | 4,700 | 4,959 | 4,959 | 72,807 CHF | 73,600 CHF | 100.00% | 100.00% |
12/11/2024 | 1.21% | 14.87 CHF | 15.06 CHF | 4,300 | 4,300 | 4,066 | 4,066 | 63,565 CHF | 64,337 CHF | 99.89% | 99.89% |
11/11/2024 | 1.00% | 17.23 CHF | 17.41 CHF | 4,300 | 4,300 | 4,300 | 4,300 | 76,983 CHF | 77,757 CHF | 100.00% | 100.00% |
08/11/2024 | 1.04% | 16.21 CHF | 16.38 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 73,497 CHF | 74,262 CHF | 98.92% | 98.92% |
07/11/2024 | 1.02% | 15.13 CHF | 15.29 CHF | 5,000 | 5,000 | 4,739 | 4,739 | 74,563 CHF | 75,325 CHF | 100.00% | 100.00% |