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 | 1.06% | 16.41 CHF | 16.46 CHF | 7,500 | 7,500 | 3,376 | 3,376 | 58,294 CHF | 58,750 CHF | 97.65% | 97.65% |
19/11/2024 | 1.06% | 17.58 CHF | 17.63 CHF | 7,300 | 7,300 | 3,291 | 3,291 | 57,487 CHF | 57,938 CHF | 98.65% | 98.65% |
18/11/2024 | 1.07% | 17.84 CHF | 17.89 CHF | 7,200 | 7,200 | 3,221 | 3,221 | 57,066 CHF | 57,511 CHF | 99.51% | 99.51% |
15/11/2024 | 1.06% | 17.89 CHF | 17.94 CHF | 7,300 | 7,300 | 3,313 | 3,313 | 58,736 CHF | 59,189 CHF | 98.67% | 98.67% |
14/11/2024 | 1.06% | 17.77 CHF | 17.82 CHF | 7,200 | 7,200 | 3,214 | 3,214 | 57,722 CHF | 58,165 CHF | 97.63% | 97.63% |
13/11/2024 | 1.04% | 17.82 CHF | 17.87 CHF | 6,800 | 6,800 | 3,056 | 3,056 | 56,877 CHF | 57,315 CHF | 95.82% | 95.82% |
12/11/2024 | 1.07% | 19.44 CHF | 19.49 CHF | 6,700 | 6,700 | 3,019 | 3,019 | 58,206 CHF | 58,653 CHF | 97.05% | 97.05% |
11/11/2024 | 1.03% | 19.71 CHF | 19.76 CHF | 6,900 | 6,900 | 3,135 | 3,135 | 60,389 CHF | 60,832 CHF | 98.45% | 98.45% |
08/11/2024 | 1.07% | 18.53 CHF | 18.58 CHF | 7,400 | 7,400 | 3,367 | 3,367 | 59,890 CHF | 60,344 CHF | 98.53% | 98.53% |
07/11/2024 | 1.04% | 17.26 CHF | 17.31 CHF | 7,400 | 7,400 | 3,323 | 3,323 | 58,792 CHF | 59,244 CHF | 99.02% | 99.02% |