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 | 0.34% | 15.15 CHF | 15.20 CHF | 16,923 | 16,923 | 16,867 | 16,867 | 253,636 CHF | 254,480 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 15.10 CHF | 15.15 CHF | 17,013 | 17,013 | 16,723 | 16,723 | 255,555 CHF | 256,392 CHF | 98.68% | 98.68% |
18/11/2024 | 0.34% | 15.25 CHF | 15.30 CHF | 16,922 | 16,922 | 16,945 | 16,945 | 253,426 CHF | 254,274 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 14.70 CHF | 14.75 CHF | 17,275 | 17,275 | 17,309 | 17,309 | 254,284 CHF | 255,149 CHF | 70.88% | 70.88% |
14/11/2024 | 0.35% | 14.55 CHF | 14.60 CHF | 17,390 | 17,390 | 17,393 | 17,393 | 247,994 CHF | 248,865 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 14.80 CHF | 14.85 CHF | 17,208 | 17,208 | 17,028 | 17,028 | 254,138 CHF | 254,990 CHF | 99.90% | 99.90% |
12/11/2024 | 0.35% | 14.65 CHF | 14.70 CHF | 17,346 | 17,346 | 17,267 | 17,267 | 251,137 CHF | 252,001 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 14.55 CHF | 14.60 CHF | 17,478 | 17,478 | 16,997 | 16,997 | 255,696 CHF | 256,547 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 15.25 CHF | 15.30 CHF | 17,108 | 17,108 | 16,926 | 16,926 | 259,341 CHF | 260,188 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 15.55 CHF | 15.60 CHF | 17,008 | 17,008 | 17,032 | 17,032 | 259,219 CHF | 260,072 CHF | 100.00% | 100.00% |