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 | 0.74% | 10.30 CHF | 10.35 CHF | 11,600 | 11,600 | 5,152 | 5,152 | 59,711 CHF | 60,078 CHF | 94.13% | 94.13% |
19/11/2024 | 0.79% | 10.84 CHF | 10.89 CHF | 11,400 | 11,400 | 5,085 | 5,085 | 55,312 CHF | 55,664 CHF | 95.98% | 95.98% |
18/11/2024 | 0.78% | 10.16 CHF | 10.20 CHF | 13,700 | 13,700 | 6,212 | 6,212 | 55,194 CHF | 55,550 CHF | 94.89% | 94.89% |
15/11/2024 | 0.70% | 7.68 CHF | 7.71 CHF | 18,700 | 18,700 | 8,496 | 8,496 | 60,494 CHF | 60,845 CHF | 99.41% | 99.41% |
14/11/2024 | 0.69% | 6.63 CHF | 6.66 CHF | 18,000 | 18,000 | 7,885 | 7,885 | 60,410 CHF | 60,770 CHF | 95.32% | 95.32% |
13/11/2024 | 1.49% | 12.70 CHF | 12.74 CHF | 10,200 | 10,200 | 4,641 | 4,641 | 57,366 CHF | 57,949 CHF | 95.48% | 95.48% |
12/11/2024 | 1.21% | 10.73 CHF | 10.77 CHF | 10,100 | 10,100 | 4,768 | 4,768 | 61,898 CHF | 62,450 CHF | 79.33% | 79.33% |
11/11/2024 | 0.55% | 13.37 CHF | 13.40 CHF | 14,500 | 14,500 | 6,825 | 6,825 | 85,192 CHF | 85,551 CHF | 91.60% | 91.60% |
08/11/2024 | 0.73% | 7.46 CHF | 7.48 CHF | 20,000 | 20,000 | 9,267 | 9,267 | 63,895 CHF | 64,236 CHF | 99.05% | 99.05% |
07/11/2024 | 0.88% | 6.20 CHF | 6.22 CHF | 21,200 | 21,200 | 9,906 | 9,906 | 54,997 CHF | 55,356 CHF | 98.83% | 98.83% |