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 | 0.42% | 2.43 CHF | 2.44 CHF | 10,390 | 10,390 | 10,216 | 10,216 | 24,423 CHF | 24,526 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 10,440 | 10,440 | 10,315 | 10,315 | 25,190 CHF | 25,294 CHF | 98.79% | 98.79% |
18/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 10,190 | 10,190 | 10,139 | 10,139 | 23,872 CHF | 23,973 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 10,230 | 10,230 | 10,203 | 10,203 | 23,897 CHF | 23,999 CHF | 72.11% | 72.11% |
14/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 10,250 | 10,250 | 10,228 | 10,228 | 24,585 CHF | 24,687 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 10,440 | 10,440 | 10,360 | 10,360 | 25,671 CHF | 25,774 CHF | 99.46% | 99.46% |
12/11/2024 | 0.42% | 2.53 CHF | 2.54 CHF | 10,580 | 10,580 | 10,211 | 10,211 | 24,468 CHF | 24,570 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 10,010 | 10,010 | 9,861 | 9,861 | 21,752 CHF | 21,851 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 10,030 | 10,030 | 9,890 | 9,890 | 22,031 CHF | 22,130 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 9,640 | 9,640 | 9,662 | 9,662 | 20,308 CHF | 20,405 CHF | 100.00% | 100.00% |