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 | 1.40% | 9.04 CHF | 9.10 CHF | 10,500 | 10,500 | 4,632 | 4,632 | 37,939 CHF | 38,358 CHF | 99.57% | 99.57% |
19/11/2024 | 1.57% | 7.68 CHF | 7.76 CHF | 8,000 | 8,000 | 3,580 | 3,580 | 30,907 CHF | 31,315 CHF | 99.18% | 99.18% |
18/11/2024 | 1.37% | 10.27 CHF | 10.35 CHF | 7,700 | 7,700 | 3,469 | 3,469 | 36,258 CHF | 36,673 CHF | 99.90% | 99.90% |
15/11/2024 | 1.25% | 11.15 CHF | 11.22 CHF | 9,100 | 9,100 | 3,738 | 3,738 | 40,427 CHF | 40,790 CHF | 91.62% | 91.62% |
14/11/2024 | 1.12% | 6.57 CHF | 6.63 CHF | 11,100 | 11,100 | 4,908 | 4,908 | 32,937 CHF | 33,276 CHF | 99.72% | 99.72% |
13/11/2024 | 0.98% | 7.19 CHF | 7.25 CHF | 8,600 | 8,600 | 4,045 | 4,045 | 33,067 CHF | 33,367 CHF | 99.93% | 99.93% |
12/11/2024 | 0.99% | 8.56 CHF | 8.61 CHF | 10,200 | 10,200 | 4,499 | 4,499 | 37,532 CHF | 37,843 CHF | 99.88% | 99.88% |
11/11/2024 | 1.12% | 8.10 CHF | 8.15 CHF | 10,700 | 10,700 | 4,413 | 4,413 | 34,349 CHF | 34,649 CHF | 99.90% | 99.90% |
08/11/2024 | 1.14% | 6.50 CHF | 6.55 CHF | 9,100 | 9,100 | 4,231 | 4,231 | 29,358 CHF | 29,651 CHF | 97.38% | 97.38% |
07/11/2024 | 0.95% | 8.47 CHF | 8.52 CHF | 9,200 | 9,200 | 4,073 | 4,073 | 34,633 CHF | 34,919 CHF | 100.00% | 100.00% |