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 | 0.35% | 27.85 CHF | 27.95 CHF | 14,300 | 14,300 | 14,300 | 14,300 | 409,069 CHF | 410,499 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 28.30 CHF | 28.40 CHF | 14,300 | 14,300 | 14,300 | 14,300 | 398,048 CHF | 399,478 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 29.15 CHF | 29.25 CHF | 14,500 | 14,500 | 14,500 | 14,500 | 415,722 CHF | 417,172 CHF | 98.93% | 98.93% |
15/11/2024 | 0.34% | 28.15 CHF | 28.25 CHF | 14,000 | 14,000 | 14,000 | 14,000 | 409,885 CHF | 411,285 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 30.85 CHF | 30.95 CHF | 14,100 | 14,100 | 14,100 | 14,100 | 429,248 CHF | 430,658 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 30.05 CHF | 30.15 CHF | 13,900 | 13,900 | 13,900 | 13,900 | 419,827 CHF | 421,217 CHF | 99.87% | 99.87% |
12/11/2024 | 0.31% | 31.55 CHF | 31.65 CHF | 13,200 | 13,200 | 13,200 | 13,200 | 427,519 CHF | 428,839 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 33.50 CHF | 33.60 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 431,889 CHF | 433,189 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 31.60 CHF | 31.70 CHF | 13,100 | 13,100 | 13,100 | 13,100 | 412,512 CHF | 413,822 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 32.35 CHF | 32.45 CHF | 13,200 | 13,200 | 13,200 | 13,200 | 422,879 CHF | 424,199 CHF | 99.67% | 99.67% |