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 | 0.68% | 9.42 CHF | 9.48 CHF | 5,100 | 5,100 | 5,059 | 5,059 | 46,792 CHF | 47,108 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 8.60 CHF | 8.66 CHF | 6,000 | 6,000 | 6,030 | 6,030 | 51,999 CHF | 52,341 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 7.27 CHF | 7.33 CHF | 6,000 | 6,000 | 5,958 | 5,958 | 41,040 CHF | 41,398 CHF | 100.00% | 100.00% |
15/11/2024 | 0.95% | 6.93 CHF | 7.00 CHF | 4,800 | 4,800 | 4,829 | 4,829 | 35,544 CHF | 35,882 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 8.02 CHF | 8.10 CHF | 3,800 | 3,800 | 3,870 | 3,870 | 35,349 CHF | 35,659 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 10.43 CHF | 10.52 CHF | 3,700 | 3,700 | 3,779 | 3,779 | 41,614 CHF | 41,954 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 11.94 CHF | 12.01 CHF | 4,900 | 4,900 | 4,814 | 4,814 | 54,306 CHF | 54,643 CHF | 99.85% | 99.85% |
11/11/2024 | 0.88% | 8.91 CHF | 8.99 CHF | 4,300 | 4,300 | 4,305 | 4,305 | 38,703 CHF | 39,043 CHF | 99.67% | 99.67% |
08/11/2024 | 0.74% | 10.03 CHF | 10.07 CHF | 7,600 | 7,600 | 6,111 | 6,111 | 56,186 CHF | 56,552 CHF | 98.73% | 98.73% |
07/11/2024 | 0.84% | 5.72 CHF | 5.77 CHF | 6,400 | 6,400 | 6,436 | 6,436 | 38,164 CHF | 38,485 CHF | 100.00% | 100.00% |