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 | 4.16% | 0.75 CHF | 0.78 CHF | 50,700 | 50,700 | 49,709 | 49,709 | 35,187 CHF | 36,678 CHF | 99.45% | 99.45% |
19/11/2024 | 4.51% | 0.67 CHF | 0.70 CHF | 49,400 | 49,400 | 36,448 | 36,448 | 29,343 CHF | 30,688 CHF | 98.77% | 98.77% |
18/11/2024 | 4.63% | 0.93 CHF | 0.97 CHF | 32,600 | 32,600 | 23,611 | 23,611 | 27,009 CHF | 28,274 CHF | 98.78% | 98.78% |
15/11/2024 | 4.78% | 1.40 CHF | 1.46 CHF | 20,900 | 20,900 | 16,728 | 16,728 | 23,311 CHF | 24,432 CHF | 100.00% | 100.00% |
14/11/2024 | 3.14% | 1.92 CHF | 1.99 CHF | 15,400 | 15,400 | 18,115 | 18,115 | 35,446 CHF | 36,568 CHF | 100.00% | 100.00% |
13/11/2024 | 3.06% | 1.76 CHF | 1.82 CHF | 18,900 | 18,900 | 21,728 | 21,728 | 36,445 CHF | 37,576 CHF | 100.00% | 100.00% |
12/11/2024 | 2.74% | 1.71 CHF | 1.76 CHF | 22,600 | 22,600 | 26,462 | 26,462 | 39,973 CHF | 41,080 CHF | 99.81% | 99.81% |
11/11/2024 | 3.22% | 1.28 CHF | 1.32 CHF | 27,500 | 27,500 | 31,900 | 31,900 | 38,950 CHF | 40,226 CHF | 99.74% | 99.74% |
08/11/2024 | 2.95% | 1.19 CHF | 1.23 CHF | 33,300 | 33,300 | 37,669 | 37,669 | 40,605 CHF | 41,813 CHF | 100.00% | 100.00% |
07/11/2024 | 3.36% | 0.87 CHF | 0.90 CHF | 39,000 | 39,000 | 40,526 | 40,526 | 35,602 CHF | 36,818 CHF | 99.69% | 99.69% |