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 | 0.56% | 20.78 CHF | 20.90 CHF | 6,700 | 6,700 | 6,611 | 6,611 | 141,030 CHF | 141,823 CHF | 100.00% | 100.00% |
19/11/2024 | 0.63% | 19.18 CHF | 19.30 CHF | 6,800 | 6,800 | 6,796 | 6,796 | 128,511 CHF | 129,325 CHF | 100.00% | 100.00% |
18/11/2024 | 0.62% | 19.51 CHF | 19.63 CHF | 6,700 | 6,700 | 6,788 | 6,788 | 130,397 CHF | 131,212 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 19.39 CHF | 19.51 CHF | 6,600 | 6,600 | 6,510 | 6,510 | 128,592 CHF | 129,374 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 20.12 CHF | 20.24 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 129,518 CHF | 130,286 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 20.65 CHF | 20.77 CHF | 6,400 | 6,400 | 6,368 | 6,368 | 132,494 CHF | 133,258 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 20.76 CHF | 20.89 CHF | 5,900 | 5,900 | 5,808 | 5,808 | 127,703 CHF | 128,509 CHF | 99.86% | 99.86% |
11/11/2024 | 0.56% | 23.11 CHF | 23.24 CHF | 5,900 | 5,900 | 5,901 | 5,901 | 136,554 CHF | 137,321 CHF | 99.68% | 99.68% |
08/11/2024 | 0.60% | 21.97 CHF | 22.10 CHF | 6,000 | 6,000 | 6,003 | 6,003 | 129,873 CHF | 130,654 CHF | 98.78% | 98.78% |
07/11/2024 | 0.55% | 21.85 CHF | 21.97 CHF | 6,400 | 6,400 | 6,402 | 6,402 | 140,374 CHF | 141,142 CHF | 100.00% | 100.00% |