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 | 0.43% | 23.25 CHF | 23.35 CHF | 4,300 | 4,300 | 4,249 | 4,249 | 99,297 CHF | 99,721 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 23.50 CHF | 23.60 CHF | 4,200 | 4,200 | 4,274 | 4,274 | 99,757 CHF | 100,184 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 23.75 CHF | 23.85 CHF | 4,200 | 4,200 | 4,191 | 4,191 | 99,606 CHF | 100,025 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 23.80 CHF | 23.90 CHF | 4,200 | 4,200 | 4,130 | 4,130 | 98,711 CHF | 99,124 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 23.70 CHF | 23.80 CHF | 4,200 | 4,200 | 4,207 | 4,207 | 99,077 CHF | 99,498 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 23.60 CHF | 23.70 CHF | 4,200 | 4,200 | 4,200 | 4,200 | 99,337 CHF | 99,757 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 23.80 CHF | 23.90 CHF | 4,200 | 4,200 | 4,133 | 4,133 | 99,106 CHF | 99,520 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 24.95 CHF | 25.05 CHF | 4,000 | 4,000 | 3,998 | 3,998 | 99,715 CHF | 100,413 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 24.75 CHF | 24.85 CHF | 4,000 | 4,000 | 3,999 | 3,999 | 99,467 CHF | 99,942 CHF | 100.00% | 100.00% |
07/11/2024 | 0.56% | 25.43 CHF | 25.57 CHF | 3,900 | 3,900 | 3,885 | 3,885 | 98,850 CHF | 99,405 CHF | 99.57% | 99.57% |