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 | 0.83% | 8.67 CHF | 8.68 CHF | 1,950 | 1,950 | 1,335 | 1,335 | 11,879 CHF | 11,968 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 8.94 CHF | 8.95 CHF | 2,010 | 2,010 | 1,345 | 1,345 | 12,028 CHF | 12,117 CHF | 99.08% | 99.08% |
18/11/2024 | 0.84% | 8.90 CHF | 8.91 CHF | 2,000 | 2,000 | 1,330 | 1,330 | 11,811 CHF | 11,899 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 8.87 CHF | 8.88 CHF | 1,980 | 1,980 | 1,305 | 1,305 | 11,475 CHF | 11,563 CHF | 71.76% | 71.76% |
14/11/2024 | 0.84% | 8.58 CHF | 8.59 CHF | 1,940 | 1,940 | 1,313 | 1,313 | 11,493 CHF | 11,580 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 8.74 CHF | 8.75 CHF | 1,970 | 1,970 | 1,327 | 1,327 | 11,603 CHF | 11,691 CHF | 99.64% | 99.64% |
12/11/2024 | 0.87% | 8.68 CHF | 8.69 CHF | 1,970 | 1,970 | 1,312 | 1,312 | 11,282 CHF | 11,368 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 8.34 CHF | 8.35 CHF | 1,930 | 1,930 | 1,309 | 1,309 | 11,122 CHF | 11,209 CHF | 100.00% | 100.00% |
08/11/2024 | 0.91% | 8.39 CHF | 8.40 CHF | 1,960 | 1,960 | 1,308 | 1,308 | 10,853 CHF | 10,939 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 7.67 CHF | 7.68 CHF | 1,860 | 1,860 | 1,262 | 1,262 | 9,917 CHF | 10,001 CHF | 100.00% | 100.00% |