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 | 0.25% | 23.73 CHF | 23.76 CHF | 10,300 | 10,300 | 5,627 | 5,627 | 139,987 CHF | 140,289 CHF | 99.77% | 99.77% |
19/11/2024 | 0.26% | 24.64 CHF | 24.67 CHF | 10,800 | 10,800 | 5,958 | 5,958 | 141,365 CHF | 141,685 CHF | 100.00% | 100.00% |
18/11/2024 | 0.27% | 23.71 CHF | 23.74 CHF | 11,300 | 11,300 | 6,271 | 6,271 | 145,148 CHF | 145,484 CHF | 99.90% | 99.90% |
15/11/2024 | 0.26% | 22.21 CHF | 22.24 CHF | 10,800 | 10,800 | 5,908 | 5,908 | 139,725 CHF | 140,042 CHF | 98.58% | 98.58% |
14/11/2024 | 0.34% | 24.59 CHF | 24.63 CHF | 10,000 | 10,000 | 5,248 | 5,248 | 136,468 CHF | 136,877 CHF | 99.76% | 99.76% |
13/11/2024 | 0.33% | 26.60 CHF | 26.65 CHF | 9,400 | 9,400 | 5,120 | 5,120 | 139,672 CHF | 140,082 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 26.90 CHF | 26.95 CHF | 9,600 | 9,600 | 5,255 | 5,255 | 142,318 CHF | 142,740 CHF | 99.90% | 99.90% |
11/11/2024 | 0.34% | 26.80 CHF | 26.85 CHF | 9,900 | 9,900 | 5,466 | 5,466 | 144,389 CHF | 144,827 CHF | 99.90% | 99.90% |
08/11/2024 | 0.34% | 26.05 CHF | 26.10 CHF | 9,500 | 9,500 | 5,249 | 5,249 | 139,603 CHF | 140,022 CHF | 99.08% | 99.08% |
07/11/2024 | 0.26% | 26.30 CHF | 26.35 CHF | 10,100 | 10,100 | 5,722 | 5,722 | 147,471 CHF | 147,815 CHF | 98.76% | 98.76% |