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 | 1.15% | 3.42 CHF | 3.43 CHF | 25,400 | 25,400 | 10,363 | 10,363 | 36,009 CHF | 36,306 CHF | 99.89% | 99.89% |
19/11/2024 | 1.13% | 3.52 CHF | 3.53 CHF | 20,700 | 20,700 | 8,197 | 8,197 | 32,946 CHF | 33,212 CHF | 99.95% | 99.95% |
18/11/2024 | 1.22% | 3.89 CHF | 3.90 CHF | 23,500 | 23,500 | 8,875 | 8,875 | 36,616 CHF | 36,903 CHF | 98.93% | 99.89% |
15/11/2024 | 1.21% | 3.96 CHF | 3.97 CHF | 18,900 | 18,900 | 7,520 | 7,520 | 33,643 CHF | 33,927 CHF | 99.99% | 99.99% |
14/11/2024 | 1.08% | 5.61 CHF | 5.62 CHF | 18,800 | 18,800 | 7,615 | 7,615 | 41,213 CHF | 41,499 CHF | 99.76% | 99.76% |
13/11/2024 | 1.32% | 4.22 CHF | 4.23 CHF | 23,600 | 23,600 | 9,618 | 9,618 | 37,834 CHF | 38,154 CHF | 100.00% | 100.00% |
12/11/2024 | 1.27% | 3.50 CHF | 3.52 CHF | 17,500 | 17,500 | 6,980 | 6,980 | 30,935 CHF | 31,237 CHF | 99.95% | 99.95% |
11/11/2024 | 1.19% | 5.51 CHF | 5.53 CHF | 11,400 | 11,400 | 4,364 | 4,364 | 32,151 CHF | 32,413 CHF | 99.36% | 99.36% |
08/11/2024 | 1.15% | 8.75 CHF | 8.77 CHF | 10,900 | 10,900 | 4,327 | 4,327 | 35,513 CHF | 35,776 CHF | 99.53% | 99.53% |
07/11/2024 | 1.13% | 7.98 CHF | 8.00 CHF | 14,300 | 14,300 | 5,954 | 5,954 | 42,283 CHF | 42,592 CHF | 99.86% | 99.86% |