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 | 0.38% | 2.65 CHF | 2.66 CHF | 10,900 | 10,900 | 10,793 | 10,793 | 28,135 CHF | 28,243 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.48 CHF | 2.49 CHF | 14,300 | 14,300 | 14,715 | 14,715 | 32,874 CHF | 33,021 CHF | 99.81% | 99.81% |
18/11/2024 | - | 1.60 CHF | 1.61 CHF | 17,100 | 17,100 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 17,800 | 17,800 | 17,737 | 17,737 | 26,726 CHF | 26,904 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 18,800 | 18,800 | 18,654 | 18,654 | 25,954 CHF | 26,141 CHF | 99.35% | 99.35% |
13/11/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 18,200 | 18,200 | 17,755 | 17,755 | 25,629 CHF | 25,807 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 17,800 | 17,800 | 17,248 | 17,248 | 25,808 CHF | 25,981 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 16,100 | 16,100 | 15,982 | 15,982 | 25,494 CHF | 25,654 CHF | 99.93% | 99.93% |
08/11/2024 | 0.58% | 1.66 CHF | 1.67 CHF | 14,300 | 14,300 | 14,241 | 14,241 | 24,387 CHF | 24,530 CHF | 100.00% | 100.00% |
07/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 16,500 | 16,500 | 16,475 | 16,475 | 31,594 CHF | 31,759 CHF | 100.00% | 100.00% |