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 | 0.81% | 11,421.00 CHF | 11,514.00 CHF | 12 | 12 | 12 | 12 | 136,905 CHF | 138,014 CHF | 99.76% | 99.76% |
19/11/2024 | 0.80% | 11,377.00 CHF | 11,468.00 CHF | 12 | 12 | 12 | 12 | 136,009 CHF | 137,101 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 11,306.00 CHF | 11,398.00 CHF | 12 | 12 | 12 | 12 | 135,675 CHF | 136,776 CHF | 99.69% | 99.69% |
15/11/2024 | 0.82% | 11,350.00 CHF | 11,443.00 CHF | 12 | 12 | 12 | 12 | 135,843 CHF | 136,957 CHF | 99.40% | 99.40% |
14/11/2024 | 0.80% | 11,252.00 CHF | 11,342.00 CHF | 12 | 12 | 12 | 12 | 134,736 CHF | 135,816 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 11,226.00 CHF | 11,316.00 CHF | 12 | 12 | 12 | 12 | 134,350 CHF | 135,430 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 11,184.00 CHF | 11,274.00 CHF | 12 | 12 | 12 | 12 | 134,108 CHF | 135,188 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 11,165.00 CHF | 11,255.00 CHF | 12 | 12 | 12 | 12 | 134,269 CHF | 135,349 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 11,231.00 CHF | 11,321.00 CHF | 12 | 12 | 12 | 12 | 134,394 CHF | 135,474 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 11,203.00 CHF | 11,293.00 CHF | 12 | 12 | 12 | 12 | 134,827 CHF | 135,908 CHF | 100.00% | 100.00% |