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 | 0.36% | 14.87 CHF | 15.46 CHF | 700 | 700 | 4,244 | 4,244 | 67,996 CHF | 68,177 CHF | 98.81% | 98.81% |
19/11/2024 | 0.38% | 17.29 CHF | 18.04 CHF | 500 | 500 | 3,341 | 3,341 | 70,260 CHF | 70,439 CHF | 85.83% | 85.83% |
18/11/2024 | 0.32% | 22.07 CHF | 22.76 CHF | 600 | 600 | 3,510 | 3,510 | 75,749 CHF | 75,935 CHF | 98.94% | 98.94% |
15/11/2024 | 0.21% | 20.03 CHF | 20.50 CHF | 900 | 900 | 5,250 | 5,250 | 100,030 CHF | 100,198 CHF | 98.36% | 98.36% |
14/11/2024 | 0.30% | 14.35 CHF | 14.82 CHF | 900 | 900 | 5,366 | 5,366 | 77,148 CHF | 77,320 CHF | 98.72% | 98.72% |
13/11/2024 | 0.33% | 13.38 CHF | 13.89 CHF | 800 | 800 | 4,876 | 4,876 | 73,939 CHF | 74,119 CHF | 98.77% | 98.77% |
12/11/2024 | 0.25% | 15.12 CHF | 15.51 CHF | 1,000 | 1,000 | 6,391 | 6,391 | 95,490 CHF | 95,690 CHF | 97.83% | 97.83% |
11/11/2024 | 0.43% | 12.21 CHF | 12.80 CHF | 700 | 700 | 4,188 | 4,188 | 58,471 CHF | 58,651 CHF | 98.90% | 98.90% |
08/11/2024 | 0.38% | 16.62 CHF | 17.33 CHF | 600 | 600 | 3,577 | 3,577 | 63,906 CHF | 64,095 CHF | 97.24% | 97.24% |
07/11/2024 | 0.24% | 19.60 CHF | 20.16 CHF | 700 | 700 | 4,402 | 4,402 | 87,802 CHF | 87,983 CHF | 97.35% | 97.35% |