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 | 0.61% | 13,936.00 CHF | 14,021.00 CHF | 10 | 10 | 10 | 10 | 139,360 CHF | 140,210 CHF | 26.70% | 26.70% |
19/11/2024 | 0.61% | 13,959.00 CHF | 14,044.00 CHF | 10 | 10 | 10 | 10 | 139,590 CHF | 140,440 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 13,945.00 CHF | 14,030.00 CHF | 10 | 10 | 10 | 10 | 139,450 CHF | 140,300 CHF | 69.60% | 69.60% |
15/11/2024 | 0.61% | 13,870.00 CHF | 13,955.00 CHF | 10 | 10 | 10 | 10 | 138,700 CHF | 139,550 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 13,787.00 CHF | 13,872.00 CHF | 10 | 10 | 10 | 10 | 137,870 CHF | 138,720 CHF | 100.00% | 100.00% |
13/11/2024 | 0.61% | 13,869.00 CHF | 13,954.00 CHF | 10 | 10 | 10 | 10 | 138,690 CHF | 139,540 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 13,922.00 CHF | 14,007.00 CHF | 10 | 10 | 10 | 10 | 139,220 CHF | 140,070 CHF | 65.54% | 65.54% |
11/11/2024 | 0.61% | 13,890.00 CHF | 13,975.00 CHF | 10 | 10 | 10 | 10 | 138,900 CHF | 139,750 CHF | 61.44% | 61.44% |
08/11/2024 | 0.61% | 13,905.00 CHF | 13,990.00 CHF | 10 | 10 | 10 | 10 | 139,050 CHF | 139,900 CHF | 65.54% | 65.54% |
07/11/2024 | 0.60% | 14,016.00 CHF | 14,101.00 CHF | 10 | 10 | 10 | 10 | 140,160 CHF | 141,010 CHF | 63.14% | 63.14% |