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 | 0.22% | 12.76 CHF | 12.79 CHF | 29,900 | 29,900 | 13,275 | 13,275 | 175,321 CHF | 175,694 CHF | 99.90% | 99.90% |
19/11/2024 | 0.22% | 13.31 CHF | 13.33 CHF | 31,200 | 31,200 | 14,008 | 14,008 | 179,866 CHF | 180,218 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 13.40 CHF | 13.42 CHF | 30,400 | 30,400 | 13,548 | 13,548 | 183,138 CHF | 183,479 CHF | 99.90% | 99.90% |
15/11/2024 | 0.20% | 13.73 CHF | 13.76 CHF | 26,400 | 26,400 | 11,417 | 11,417 | 168,905 CHF | 169,251 CHF | 99.69% | 99.69% |
14/11/2024 | 0.23% | 16.16 CHF | 16.19 CHF | 24,500 | 24,500 | 10,661 | 10,661 | 178,461 CHF | 178,835 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 16.18 CHF | 16.21 CHF | 26,200 | 26,200 | 11,843 | 11,843 | 183,575 CHF | 183,930 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 14.45 CHF | 14.48 CHF | 27,700 | 27,700 | 12,401 | 12,401 | 181,360 CHF | 181,733 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 14.61 CHF | 14.64 CHF | 27,100 | 27,100 | 12,027 | 12,027 | 179,968 CHF | 180,329 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 15.08 CHF | 15.11 CHF | 26,400 | 26,400 | 11,792 | 11,792 | 178,859 CHF | 179,213 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 15.59 CHF | 15.62 CHF | 27,500 | 27,500 | 12,289 | 12,289 | 184,836 CHF | 185,206 CHF | 99.33% | 99.33% |