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 | 0.36% | 13.90 CHF | 13.95 CHF | 16,919 | 16,919 | 16,867 | 16,867 | 233,083 CHF | 233,927 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 17,013 | 17,013 | 16,723 | 16,723 | 235,249 CHF | 236,086 CHF | 98.68% | 98.68% |
18/11/2024 | 0.37% | 14.05 CHF | 14.10 CHF | 16,910 | 16,910 | 16,948 | 16,948 | 232,838 CHF | 233,686 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 13.45 CHF | 13.50 CHF | 17,270 | 17,270 | 17,307 | 17,307 | 233,107 CHF | 233,973 CHF | 70.88% | 70.88% |
14/11/2024 | 0.39% | 13.35 CHF | 13.40 CHF | 17,375 | 17,375 | 17,390 | 17,390 | 226,696 CHF | 227,567 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 13.60 CHF | 13.65 CHF | 17,208 | 17,208 | 17,030 | 17,030 | 233,523 CHF | 234,375 CHF | 99.89% | 99.89% |
12/11/2024 | 0.38% | 13.40 CHF | 13.45 CHF | 17,364 | 17,364 | 17,267 | 17,267 | 230,242 CHF | 231,106 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 13.30 CHF | 13.35 CHF | 17,474 | 17,474 | 17,001 | 17,001 | 235,239 CHF | 236,090 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 14.05 CHF | 14.10 CHF | 17,109 | 17,109 | 16,926 | 16,926 | 239,095 CHF | 239,942 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 14.35 CHF | 14.40 CHF | 17,011 | 17,011 | 17,032 | 17,032 | 238,813 CHF | 239,665 CHF | 100.00% | 100.00% |