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 | 0.50% | 2.05 CHF | 2.06 CHF | 10,400 | 10,400 | 10,216 | 10,216 | 20,480 CHF | 20,582 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 10,440 | 10,440 | 10,316 | 10,316 | 21,216 CHF | 21,319 CHF | 98.80% | 98.80% |
18/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 10,190 | 10,190 | 10,139 | 10,139 | 19,954 CHF | 20,055 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 10,240 | 10,240 | 10,203 | 10,203 | 19,945 CHF | 20,047 CHF | 72.16% | 72.16% |
14/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 10,240 | 10,240 | 10,228 | 10,228 | 20,629 CHF | 20,731 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 10,450 | 10,450 | 10,361 | 10,361 | 21,658 CHF | 21,762 CHF | 99.46% | 99.46% |
12/11/2024 | 0.50% | 2.14 CHF | 2.15 CHF | 10,570 | 10,570 | 10,211 | 10,211 | 20,517 CHF | 20,619 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 10,020 | 10,020 | 9,861 | 9,861 | 17,932 CHF | 18,030 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 10,030 | 10,030 | 9,890 | 9,890 | 18,193 CHF | 18,292 CHF | 100.00% | 100.00% |
07/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 9,640 | 9,640 | 9,662 | 9,662 | 16,543 CHF | 16,640 CHF | 100.00% | 100.00% |