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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.00% | 29.50 CHF | 29.80 CHF | 9,886 | 8,794 | 9,921 | 9,091 | 291,124 CHF | 269,417 CHF | 100.00% | 100.00% |
20/11/2024 | 0.99% | 28.69 CHF | 28.98 CHF | 9,525 | 8,377 | 9,597 | 9,090 | 278,373 CHF | 266,327 CHF | 100.00% | 100.00% |
19/11/2024 | 1.55% | 28.92 CHF | 29.21 CHF | 9,886 | 9,477 | 9,966 | 9,594 | 287,308 CHF | 280,923 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 29.07 CHF | 29.36 CHF | 8,721 | 8,284 | 9,392 | 8,340 | 272,328 CHF | 244,230 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 29.22 CHF | 29.51 CHF | 9,982 | 8,690 | 9,986 | 8,964 | 290,890 CHF | 263,696 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 29.43 CHF | 29.73 CHF | 10,000 | 8,450 | 10,000 | 9,194 | 295,627 CHF | 274,574 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 29.45 CHF | 29.75 CHF | 10,000 | 9,437 | 10,000 | 9,494 | 293,321 CHF | 281,290 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 29.47 CHF | 29.77 CHF | 10,000 | 4,862 | 10,000 | 5,389 | 295,509 CHF | 160,890 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 29.63 CHF | 29.93 CHF | 10,000 | 6,046 | 10,000 | 7,849 | 293,372 CHF | 232,513 CHF | 100.00% | 100.00% |
08/11/2024 | 1.14% | 28.70 CHF | 28.99 CHF | 10,000 | 9,133 | 10,000 | 9,401 | 284,313 CHF | 270,329 CHF | 100.00% | 100.00% |