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 | 1.08% | 10.54 CHF | 10.56 CHF | 11,600 | 11,600 | 5,195 | 5,195 | 55,462 CHF | 55,882 CHF | 99.89% | 99.89% |
19/11/2024 | 1.09% | 10.70 CHF | 10.72 CHF | 11,500 | 11,500 | 5,206 | 5,206 | 55,285 CHF | 55,704 CHF | 100.00% | 100.00% |
18/11/2024 | 1.04% | 11.19 CHF | 11.21 CHF | 11,300 | 11,300 | 5,052 | 5,052 | 57,109 CHF | 57,522 CHF | 99.59% | 99.59% |
15/11/2024 | 1.06% | 11.24 CHF | 11.26 CHF | 10,400 | 10,400 | 4,623 | 4,623 | 56,129 CHF | 56,542 CHF | 99.58% | 99.58% |
14/11/2024 | 1.06% | 12.66 CHF | 12.68 CHF | 10,500 | 10,500 | 4,724 | 4,724 | 58,356 CHF | 58,779 CHF | 100.00% | 100.00% |
13/11/2024 | 1.05% | 12.16 CHF | 12.18 CHF | 10,300 | 10,300 | 4,633 | 4,633 | 56,754 CHF | 57,167 CHF | 99.47% | 99.47% |
12/11/2024 | 1.09% | 12.87 CHF | 12.90 CHF | 9,900 | 9,900 | 4,441 | 4,441 | 57,068 CHF | 57,508 CHF | 99.86% | 99.86% |
11/11/2024 | 1.05% | 13.02 CHF | 13.04 CHF | 10,300 | 10,300 | 4,570 | 4,570 | 58,407 CHF | 58,816 CHF | 99.27% | 99.27% |
08/11/2024 | 1.05% | 12.63 CHF | 12.65 CHF | 10,800 | 10,800 | 4,854 | 4,854 | 58,656 CHF | 59,063 CHF | 99.20% | 99.20% |
07/11/2024 | 1.05% | 11.75 CHF | 11.77 CHF | 10,900 | 10,900 | 4,892 | 4,892 | 57,237 CHF | 57,652 CHF | 99.90% | 99.90% |