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 | 0.35% | 14.50 CHF | 14.55 CHF | 16,917 | 16,917 | 16,867 | 16,867 | 243,372 CHF | 244,216 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 14.50 CHF | 14.55 CHF | 17,013 | 17,013 | 16,723 | 16,723 | 245,405 CHF | 246,242 CHF | 98.68% | 98.68% |
18/11/2024 | 0.35% | 14.65 CHF | 14.70 CHF | 16,920 | 16,920 | 16,948 | 16,948 | 243,158 CHF | 244,007 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 14.10 CHF | 14.15 CHF | 17,275 | 17,275 | 17,308 | 17,308 | 243,678 CHF | 244,543 CHF | 70.89% | 70.89% |
14/11/2024 | 0.37% | 13.95 CHF | 14.00 CHF | 17,383 | 17,383 | 17,390 | 17,390 | 237,334 CHF | 238,205 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 14.20 CHF | 14.25 CHF | 17,208 | 17,208 | 17,028 | 17,028 | 243,825 CHF | 244,677 CHF | 99.91% | 99.91% |
12/11/2024 | 0.36% | 14.05 CHF | 14.10 CHF | 17,346 | 17,346 | 17,268 | 17,268 | 240,712 CHF | 241,576 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 13.90 CHF | 13.95 CHF | 17,476 | 17,476 | 16,997 | 16,997 | 245,449 CHF | 246,300 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 14.65 CHF | 14.70 CHF | 17,108 | 17,108 | 16,926 | 16,926 | 249,220 CHF | 250,067 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 14.95 CHF | 15.00 CHF | 17,009 | 17,009 | 17,032 | 17,032 | 249,016 CHF | 249,869 CHF | 100.00% | 100.00% |