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 | 0.55% | 10.94 CHF | 10.98 CHF | 11,100 | 11,100 | 4,988 | 4,988 | 51,299 CHF | 51,543 CHF | 99.90% | 99.90% |
19/11/2024 | 0.58% | 9.80 CHF | 9.84 CHF | 10,400 | 10,400 | 4,630 | 4,630 | 47,601 CHF | 47,841 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 11.44 CHF | 11.49 CHF | 9,300 | 9,300 | 4,018 | 4,018 | 48,393 CHF | 48,642 CHF | 99.63% | 99.63% |
15/11/2024 | 0.98% | 11.62 CHF | 11.66 CHF | 12,600 | 12,600 | 4,198 | 4,198 | 43,566 CHF | 43,793 CHF | 98.88% | 98.88% |
14/11/2024 | 0.62% | 9.72 CHF | 9.75 CHF | 18,000 | 18,000 | 8,405 | 8,405 | 85,681 CHF | 85,962 CHF | 54.14% | 95.14% |
13/11/2024 | - | 5.42 CHF | - CHF | 22,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12/11/2024 | - | 4.86 CHF | - CHF | 22,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 4.87 CHF | - CHF | 25,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08/11/2024 | - | 4.39 CHF | - CHF | 26,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | - | 4.49 CHF | - CHF | 26,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |