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 | 0.17% | 28.95 CHF | 29.00 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 147,108 CHF | 147,361 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 28.70 CHF | 28.75 CHF | 5,200 | 5,200 | 5,113 | 5,113 | 146,841 CHF | 147,097 CHF | 98.87% | 98.87% |
18/11/2024 | 0.18% | 28.85 CHF | 28.90 CHF | 5,100 | 5,100 | 5,101 | 5,101 | 146,980 CHF | 147,236 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 28.60 CHF | 28.65 CHF | 5,200 | 5,200 | 5,246 | 5,246 | 148,503 CHF | 148,765 CHF | 72.10% | 72.10% |
14/11/2024 | 0.18% | 28.85 CHF | 28.90 CHF | 5,200 | 5,200 | 5,168 | 5,168 | 146,638 CHF | 146,897 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 28.90 CHF | 28.95 CHF | 5,100 | 5,100 | 5,104 | 5,104 | 147,363 CHF | 147,618 CHF | 99.37% | 99.37% |
12/11/2024 | 0.18% | 28.35 CHF | 28.40 CHF | 5,200 | 5,200 | 5,150 | 5,150 | 147,592 CHF | 147,850 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 29.15 CHF | 29.20 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 147,548 CHF | 147,801 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 29.10 CHF | 29.15 CHF | 5,100 | 5,100 | 5,057 | 5,057 | 147,033 CHF | 147,286 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 29.30 CHF | 29.35 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 148,659 CHF | 148,912 CHF | 100.00% | 100.00% |