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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | - | 0.31 CHF | - CHF | 38,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
15/11/2024 | 2.54% | 0.42 CHF | 0.43 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 14,435 CHF | 14,805 CHF | 100.00% | 100.00% |
14/11/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 14,193 CHF | 14,563 CHF | 98.53% | 98.53% |
13/11/2024 | 2.81% | 0.37 CHF | 0.38 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 13,000 CHF | 13,370 CHF | 100.00% | 100.00% |
12/11/2024 | 2.29% | 0.39 CHF | 0.40 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 16,026 CHF | 16,396 CHF | 99.90% | 99.90% |
11/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 19,840 CHF | 20,200 CHF | 100.00% | 100.00% |
08/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 18,952 CHF | 19,312 CHF | 98.30% | 98.30% |
07/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 21,740 CHF | 22,100 CHF | 100.00% | 100.00% |
06/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 36,000 | 36,000 | 35,876 | 35,876 | 20,654 CHF | 21,012 CHF | 100.00% | 100.00% |
05/11/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 15,156 CHF | 15,526 CHF | 99.65% | 99.65% |