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 | 0.37% | 2.75 CHF | 2.76 CHF | 10,410 | 10,410 | 10,215 | 10,215 | 27,614 CHF | 27,716 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 10,440 | 10,440 | 10,316 | 10,316 | 28,417 CHF | 28,521 CHF | 98.77% | 98.77% |
18/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 10,180 | 10,180 | 10,139 | 10,139 | 27,053 CHF | 27,154 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 10,240 | 10,240 | 10,203 | 10,203 | 27,103 CHF | 27,205 CHF | 71.88% | 71.88% |
14/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 10,240 | 10,240 | 10,228 | 10,228 | 27,796 CHF | 27,899 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 10,450 | 10,450 | 10,361 | 10,361 | 28,923 CHF | 29,027 CHF | 99.46% | 99.46% |
12/11/2024 | 0.37% | 2.84 CHF | 2.85 CHF | 10,570 | 10,570 | 10,211 | 10,211 | 27,673 CHF | 27,775 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 10,010 | 10,010 | 9,861 | 9,861 | 24,851 CHF | 24,950 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 10,030 | 10,030 | 9,890 | 9,890 | 25,144 CHF | 25,243 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 9,640 | 9,640 | 9,661 | 9,661 | 23,360 CHF | 23,457 CHF | 100.00% | 100.00% |