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% | 16.27 CHF | 16.44 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 40,931 CHF | 41,401 CHF | 100.00% | 100.00% |
19/11/2024 | 1.02% | 15.71 CHF | 15.87 CHF | 3,000 | 3,000 | 2,993 | 2,993 | 46,813 CHF | 47,292 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 14.32 CHF | 14.47 CHF | 3,100 | 3,100 | 3,100 | 3,100 | 44,887 CHF | 45,352 CHF | 100.00% | 100.00% |
15/11/2024 | 1.06% | 13.66 CHF | 13.80 CHF | 3,400 | 3,400 | 3,305 | 3,305 | 43,405 CHF | 43,867 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 12.27 CHF | 12.42 CHF | 3,200 | 3,200 | 3,200 | 3,200 | 41,193 CHF | 41,673 CHF | 100.00% | 100.00% |
13/11/2024 | 1.09% | 13.03 CHF | 13.17 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 44,875 CHF | 45,365 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 12.18 CHF | 12.29 CHF | 4,200 | 4,200 | 4,179 | 4,179 | 46,107 CHF | 46,567 CHF | 100.00% | 100.00% |
11/11/2024 | 1.39% | 10.01 CHF | 10.15 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 33,954 CHF | 34,430 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 11.97 CHF | 12.08 CHF | 4,200 | 4,200 | 4,200 | 4,200 | 48,556 CHF | 49,018 CHF | 99.19% | 99.19% |
07/11/2024 | 1.32% | 9.95 CHF | 10.09 CHF | 3,300 | 3,300 | 3,310 | 3,310 | 35,031 CHF | 35,495 CHF | 100.00% | 100.00% |