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 | 2.99% | 9.86 CHF | 10.14 CHF | 4,000 | 4,000 | 3,924 | 3,924 | 36,292 CHF | 37,390 CHF | 99.45% | 99.45% |
19/11/2024 | 3.58% | 8.73 CHF | 9.01 CHF | 3,900 | 3,900 | 2,898 | 2,898 | 30,422 CHF | 31,518 CHF | 98.78% | 98.78% |
18/11/2024 | 3.91% | 12.03 CHF | 12.46 CHF | 2,600 | 2,600 | 1,908 | 1,908 | 28,424 CHF | 29,545 CHF | 98.78% | 98.78% |
15/11/2024 | 4.63% | 18.23 CHF | 18.89 CHF | 1,700 | 1,700 | 1,321 | 1,321 | 23,827 CHF | 24,921 CHF | 100.00% | 100.00% |
14/11/2024 | 3.04% | 24.84 CHF | 25.74 CHF | 1,200 | 1,200 | 1,433 | 1,433 | 36,248 CHF | 37,355 CHF | 100.00% | 100.00% |
13/11/2024 | 2.89% | 22.73 CHF | 23.46 CHF | 1,500 | 1,500 | 1,729 | 1,729 | 37,519 CHF | 38,616 CHF | 100.00% | 100.00% |
12/11/2024 | 2.63% | 22.16 CHF | 22.77 CHF | 1,800 | 1,800 | 2,115 | 2,115 | 41,307 CHF | 42,407 CHF | 99.82% | 99.82% |
11/11/2024 | 2.69% | 16.49 CHF | 16.99 CHF | 2,200 | 2,200 | 2,503 | 2,503 | 39,698 CHF | 40,773 CHF | 99.74% | 99.74% |
08/11/2024 | 2.57% | 15.41 CHF | 15.82 CHF | 2,600 | 2,600 | 2,983 | 2,983 | 41,682 CHF | 42,762 CHF | 100.00% | 100.00% |
07/11/2024 | 2.96% | 11.30 CHF | 11.65 CHF | 3,100 | 3,100 | 3,176 | 3,176 | 36,185 CHF | 37,272 CHF | 99.70% | 99.70% |