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 | 0.20% | 19.90 CHF | 19.94 CHF | 10,500 | 10,500 | 10,457 | 10,457 | 212,843 CHF | 213,262 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 19.68 CHF | 19.72 CHF | 10,500 | 10,500 | 10,489 | 10,489 | 206,076 CHF | 206,496 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 19.89 CHF | 19.93 CHF | 10,600 | 10,600 | 10,586 | 10,586 | 205,795 CHF | 206,219 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 19.76 CHF | 19.80 CHF | 10,400 | 10,400 | 10,357 | 10,357 | 204,001 CHF | 204,416 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 20.37 CHF | 20.40 CHF | 11,700 | 11,700 | 11,652 | 11,652 | 236,523 CHF | 236,872 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 17.28 CHF | 17.32 CHF | 11,700 | 11,700 | 11,661 | 11,661 | 204,265 CHF | 204,732 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 18.18 CHF | 18.22 CHF | 10,600 | 10,600 | 10,469 | 10,469 | 199,321 CHF | 199,739 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 20.26 CHF | 20.30 CHF | 10,600 | 10,600 | 10,554 | 10,554 | 212,433 CHF | 212,856 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 19.79 CHF | 19.83 CHF | 10,900 | 10,900 | 10,951 | 10,951 | 211,947 CHF | 212,385 CHF | 99.18% | 99.18% |
07/11/2024 | 0.21% | 18.80 CHF | 18.84 CHF | 11,100 | 11,100 | 11,003 | 11,003 | 205,469 CHF | 205,909 CHF | 100.00% | 100.00% |