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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.78% | 21.32 CHF | 21.48 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 61,238 CHF | 61,718 CHF | 100.00% | 100.00% |
20/11/2024 | 0.79% | 14.94 CHF | 15.07 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 62,923 CHF | 63,422 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 14.78 CHF | 14.91 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 60,581 CHF | 61,096 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 15.55 CHF | 15.68 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 59,968 CHF | 60,455 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 14.84 CHF | 14.95 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 57,717 CHF | 58,183 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 14.02 CHF | 14.12 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 52,968 CHF | 53,400 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 12.36 CHF | 12.46 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 61,144 CHF | 61,643 CHF | 100.00% | 100.00% |
12/11/2024 | 0.96% | 11.27 CHF | 11.39 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 49,197 CHF | 49,669 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 13.75 CHF | 13.86 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 68,037 CHF | 68,565 CHF | 100.00% | 100.00% |
08/11/2024 | 0.94% | 12.07 CHF | 12.19 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 49,103 CHF | 49,567 CHF | 100.00% | 100.00% |