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 | 1.61% | 3.13 CHF | 3.18 CHF | 18,800 | 18,800 | 18,800 | 18,800 | 58,028 CHF | 58,968 CHF | 99.45% | 99.45% |
19/11/2024 | 1.90% | 2.89 CHF | 2.94 CHF | 18,800 | 18,800 | 17,334 | 17,334 | 52,085 CHF | 53,082 CHF | 98.78% | 98.78% |
18/11/2024 | 2.04% | 2.97 CHF | 3.03 CHF | 16,900 | 16,900 | 15,152 | 15,152 | 49,628 CHF | 50,648 CHF | 98.78% | 98.78% |
15/11/2024 | 1.92% | 3.70 CHF | 3.77 CHF | 14,600 | 14,600 | 13,537 | 13,537 | 48,787 CHF | 49,734 CHF | 100.00% | 100.00% |
14/11/2024 | 1.52% | 4.03 CHF | 4.10 CHF | 13,200 | 13,200 | 14,597 | 14,597 | 59,617 CHF | 60,522 CHF | 100.00% | 100.00% |
13/11/2024 | 1.61% | 3.87 CHF | 3.93 CHF | 15,000 | 15,000 | 15,994 | 15,994 | 59,178 CHF | 60,138 CHF | 100.00% | 100.00% |
12/11/2024 | 1.47% | 3.78 CHF | 3.84 CHF | 16,300 | 16,300 | 18,193 | 18,193 | 63,764 CHF | 64,708 CHF | 99.81% | 99.81% |
11/11/2024 | 1.71% | 3.22 CHF | 3.27 CHF | 18,700 | 18,700 | 20,595 | 20,595 | 59,871 CHF | 60,900 CHF | 99.74% | 99.74% |
08/11/2024 | 1.81% | 2.94 CHF | 2.99 CHF | 21,200 | 21,200 | 21,353 | 21,353 | 58,422 CHF | 59,489 CHF | 100.00% | 100.00% |
07/11/2024 | 1.82% | 2.50 CHF | 2.55 CHF | 21,400 | 21,400 | 19,187 | 19,187 | 52,313 CHF | 53,272 CHF | 99.96% | 99.96% |