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 | 0.59% | 7.37 CHF | 7.39 CHF | 3,450 | 3,450 | 2,288 | 2,288 | 17,727 CHF | 17,823 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 7.65 CHF | 7.67 CHF | 3,600 | 3,600 | 2,431 | 2,431 | 17,849 CHF | 17,937 CHF | 100.00% | 100.00% |
18/11/2024 | 0.54% | 7.36 CHF | 7.38 CHF | 3,810 | 3,810 | 2,561 | 2,561 | 18,381 CHF | 18,472 CHF | 100.00% | 100.00% |
15/11/2024 | 0.63% | 6.90 CHF | 6.92 CHF | 3,630 | 3,630 | 2,387 | 2,387 | 17,527 CHF | 17,630 CHF | 72.08% | 72.08% |
14/11/2024 | 0.56% | 7.64 CHF | 7.66 CHF | 3,360 | 3,360 | 2,210 | 2,210 | 17,915 CHF | 18,008 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 8.27 CHF | 8.30 CHF | 3,140 | 3,140 | 2,092 | 2,092 | 17,775 CHF | 17,871 CHF | 99.70% | 99.70% |
12/11/2024 | 0.59% | 8.36 CHF | 8.39 CHF | 3,210 | 3,210 | 2,143 | 2,143 | 18,012 CHF | 18,111 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 8.34 CHF | 8.36 CHF | 3,320 | 3,320 | 2,236 | 2,236 | 18,313 CHF | 18,407 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 8.10 CHF | 8.13 CHF | 3,230 | 3,230 | 2,158 | 2,158 | 17,862 CHF | 17,962 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 8.20 CHF | 8.22 CHF | 3,450 | 3,450 | 2,322 | 2,322 | 18,592 CHF | 18,690 CHF | 100.00% | 100.00% |