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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.28% | 27.60 CHF | 27.65 CHF | 14,200 | 14,200 | 7,867 | 7,867 | 215,684 CHF | 216,231 CHF | 100.00% | 100.00% |
20/11/2024 | 0.29% | 26.00 CHF | 26.05 CHF | 14,700 | 14,700 | 7,990 | 7,990 | 212,913 CHF | 213,467 CHF | 99.89% | 99.89% |
19/11/2024 | 0.29% | 27.35 CHF | 27.40 CHF | 14,500 | 14,500 | 8,048 | 8,048 | 214,573 CHF | 215,123 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 27.10 CHF | 27.15 CHF | 15,100 | 15,100 | 8,327 | 8,327 | 217,333 CHF | 217,713 CHF | 99.37% | 99.37% |
15/11/2024 | 0.28% | 25.47 CHF | 25.50 CHF | 14,600 | 14,600 | 8,049 | 8,049 | 208,698 CHF | 209,194 CHF | 99.76% | 99.76% |
14/11/2024 | 0.17% | 26.40 CHF | 26.45 CHF | 15,200 | 15,200 | 8,356 | 8,356 | 215,381 CHF | 215,748 CHF | 99.35% | 99.35% |
13/11/2024 | 0.17% | 25.16 CHF | 25.19 CHF | 15,600 | 15,600 | 8,597 | 8,597 | 214,168 CHF | 214,493 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 25.60 CHF | 25.63 CHF | 15,600 | 15,600 | 8,597 | 8,597 | 215,445 CHF | 215,770 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 24.53 CHF | 24.56 CHF | 15,000 | 15,000 | 8,107 | 8,107 | 206,833 CHF | 207,301 CHF | 98.85% | 98.85% |
08/11/2024 | 0.29% | 26.10 CHF | 26.15 CHF | 14,900 | 14,900 | 8,176 | 8,176 | 216,196 CHF | 216,763 CHF | 100.00% | 100.00% |