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 | 0.45% | 2.20 CHF | 2.21 CHF | 5,060 | 5,060 | 5,041 | 5,041 | 11,245 CHF | 11,295 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 5,150 | 5,150 | 5,201 | 5,201 | 12,325 CHF | 12,377 CHF | 98.74% | 98.74% |
18/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 5,290 | 5,290 | 5,211 | 5,211 | 12,436 CHF | 12,489 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 5,210 | 5,210 | 5,150 | 5,150 | 11,829 CHF | 11,881 CHF | 71.72% | 71.72% |
14/11/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 4,960 | 4,960 | 4,903 | 4,903 | 10,334 CHF | 10,383 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 4,920 | 4,920 | 4,929 | 4,929 | 10,528 CHF | 10,578 CHF | 99.55% | 99.55% |
12/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 4,990 | 4,990 | 4,923 | 4,923 | 10,473 CHF | 10,522 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 4,820 | 4,820 | 4,833 | 4,833 | 9,891 CHF | 9,939 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 4,990 | 4,990 | 4,968 | 4,968 | 10,836 CHF | 10,886 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 5,080 | 5,080 | 5,025 | 5,025 | 11,256 CHF | 11,306 CHF | 100.00% | 100.00% |