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 | 0.82% | 4.21 CHF | 4.22 CHF | 52,500 | 52,500 | 18,407 | 18,407 | 73,493 CHF | 73,860 CHF | 99.78% | 99.78% |
19/11/2024 | 0.81% | 3.77 CHF | 3.78 CHF | 53,200 | 53,200 | 18,352 | 18,352 | 68,906 CHF | 69,267 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 3.90 CHF | 3.91 CHF | 51,900 | 51,900 | 17,871 | 17,871 | 70,187 CHF | 70,538 CHF | 99.90% | 99.90% |
15/11/2024 | 0.81% | 3.99 CHF | 4.00 CHF | 49,500 | 49,500 | 16,933 | 16,933 | 69,189 CHF | 69,546 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 4.39 CHF | 4.40 CHF | 49,900 | 49,900 | 16,960 | 16,960 | 71,700 CHF | 72,025 CHF | 100.00% | 100.00% |
13/11/2024 | 0.77% | 4.11 CHF | 4.12 CHF | 50,100 | 50,100 | 17,434 | 17,434 | 71,388 CHF | 71,732 CHF | 100.00% | 100.00% |
12/11/2024 | 0.90% | 4.17 CHF | 4.18 CHF | 45,400 | 45,400 | 15,693 | 15,693 | 66,279 CHF | 66,644 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 4.65 CHF | 4.66 CHF | 47,300 | 47,300 | 16,433 | 16,433 | 73,626 CHF | 73,973 CHF | 99.77% | 99.77% |
08/11/2024 | 1.83% | 4.56 CHF | 4.58 CHF | 34,400 | 34,400 | 9,531 | 9,531 | 41,068 CHF | 41,426 CHF | 99.21% | 99.21% |
07/11/2024 | - | 6.02 CHF | - CHF | 36,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.71% |