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 | 0.44% | 338.80 CHF | 339.80 CHF | 400 | 400 | 345 | 345 | 115,745 CHF | 116,158 CHF | 28.10% | 28.10% |
19/11/2024 | 0.93% | 313.00 CHF | 313.80 CHF | 500 | 500 | 229 | 229 | 66,097 CHF | 66,633 CHF | 88.65% | 88.65% |
18/11/2024 | 0.98% | 318.60 CHF | 319.80 CHF | 400 | 400 | 186 | 186 | 65,531 CHF | 66,023 CHF | 97.82% | 97.82% |
15/11/2024 | 0.81% | 396.00 CHF | 397.00 CHF | 500 | 500 | 253 | 253 | 88,964 CHF | 89,530 CHF | 99.40% | 99.40% |
14/11/2024 | 0.93% | 258.00 CHF | 258.80 CHF | 600 | 600 | 300 | 300 | 77,465 CHF | 78,033 CHF | 97.16% | 97.16% |
13/11/2024 | 0.89% | 241.20 CHF | 242.00 CHF | 600 | 600 | 311 | 311 | 72,244 CHF | 72,756 CHF | 99.32% | 99.32% |
12/11/2024 | 0.89% | 238.60 CHF | 239.40 CHF | 600 | 600 | 312 | 312 | 72,761 CHF | 73,288 CHF | 94.59% | 94.59% |
11/11/2024 | 0.86% | 221.40 CHF | 222.00 CHF | 900 | 900 | 396 | 396 | 75,903 CHF | 76,368 CHF | 91.46% | 91.46% |
08/11/2024 | 1.04% | 164.00 CHF | 164.40 CHF | 1,100 | 1,100 | 375 | 375 | 51,527 CHF | 51,993 CHF | 82.53% | 82.53% |
07/11/2024 | 1.78% | 120.20 CHF | 120.60 CHF | 1,100 | 1,100 | 530 | 530 | 56,261 CHF | 56,630 CHF | 52.47% | 94.36% |