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 | 1.04% | 9.86 CHF | 9.96 CHF | 4,920 | 4,920 | 4,869 | 4,869 | 47,207 CHF | 47,694 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 9.78 CHF | 9.87 CHF | 5,510 | 5,510 | 5,435 | 5,435 | 52,335 CHF | 52,825 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 8.71 CHF | 8.80 CHF | 5,120 | 5,120 | 5,078 | 5,078 | 44,648 CHF | 45,106 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 9.17 CHF | 9.26 CHF | 5,660 | 5,660 | 5,625 | 5,625 | 49,766 CHF | 50,272 CHF | 71.36% | 71.36% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.99% | 9.21 CHF | 9.30 CHF | 5,320 | 5,320 | 5,276 | 5,276 | 48,359 CHF | 48,834 CHF | 98.95% | 98.95% |
12/11/2024 | 0.90% | 9.08 CHF | 9.16 CHF | 5,730 | 5,730 | 5,654 | 5,654 | 50,396 CHF | 50,848 CHF | 100.00% | 100.00% |
11/11/2024 | 1.10% | 8.42 CHF | 8.51 CHF | 5,630 | 5,630 | 5,556 | 5,556 | 45,779 CHF | 46,280 CHF | 100.00% | 100.00% |
08/11/2024 | 0.97% | 8.42 CHF | 8.50 CHF | 5,840 | 5,840 | 5,777 | 5,777 | 48,018 CHF | 48,481 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 8.14 CHF | 8.22 CHF | 5,780 | 5,780 | 5,712 | 5,712 | 45,711 CHF | 46,169 CHF | 100.00% | 100.00% |