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 | 0.86% | 11.80 CHF | 11.90 CHF | 5,110 | 5,110 | 5,061 | 5,061 | 59,038 CHF | 59,545 CHF | 100.00% | 100.00% |
19/11/2024 | 0.87% | 11.75 CHF | 11.85 CHF | 5,630 | 5,630 | 5,549 | 5,549 | 64,321 CHF | 64,877 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 10.70 CHF | 10.80 CHF | 5,270 | 5,270 | 5,230 | 5,230 | 56,331 CHF | 56,855 CHF | 100.00% | 100.00% |
15/11/2024 | 0.92% | 11.15 CHF | 11.25 CHF | 5,740 | 5,740 | 5,711 | 5,711 | 61,784 CHF | 62,355 CHF | 71.43% | 71.43% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.90% | 11.15 CHF | 11.25 CHF | 5,460 | 5,460 | 5,413 | 5,413 | 60,216 CHF | 60,758 CHF | 98.95% | 98.95% |
12/11/2024 | 0.93% | 11.05 CHF | 11.15 CHF | 5,800 | 5,800 | 5,730 | 5,730 | 62,270 CHF | 62,844 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 10.40 CHF | 10.50 CHF | 5,710 | 5,710 | 5,633 | 5,633 | 57,539 CHF | 58,103 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 10.40 CHF | 10.50 CHF | 5,890 | 5,890 | 5,823 | 5,823 | 59,815 CHF | 60,398 CHF | 100.00% | 100.00% |
07/11/2024 | 0.88% | 10.10 CHF | 10.20 CHF | 5,840 | 5,840 | 5,766 | 5,766 | 57,538 CHF | 58,043 CHF | 100.00% | 100.00% |