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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.41% | 11.90 CHF | 11.95 CHF | 17,372 | 17,372 | 16,955 | 16,955 | 209,293 CHF | 210,142 CHF | 100.00% | 100.00% |
22/11/2024 | 0.39% | 12.95 CHF | 13.00 CHF | 16,647 | 16,647 | 16,519 | 16,519 | 213,369 CHF | 214,196 CHF | 99.99% | 99.99% |
20/11/2024 | 0.40% | 12.70 CHF | 12.75 CHF | 16,933 | 16,933 | 16,867 | 16,867 | 212,639 CHF | 213,483 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 12.70 CHF | 12.75 CHF | 17,013 | 17,013 | 16,725 | 16,725 | 215,056 CHF | 215,893 CHF | 98.69% | 98.69% |
18/11/2024 | 0.40% | 12.80 CHF | 12.85 CHF | 16,931 | 16,931 | 16,946 | 16,946 | 212,249 CHF | 213,097 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 12.25 CHF | 12.30 CHF | 17,275 | 17,275 | 17,310 | 17,310 | 212,162 CHF | 213,028 CHF | 70.82% | 70.82% |
14/11/2024 | 0.43% | 12.15 CHF | 12.20 CHF | 17,399 | 17,399 | 17,393 | 17,393 | 205,620 CHF | 206,490 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 12.40 CHF | 12.45 CHF | 17,213 | 17,213 | 17,029 | 17,029 | 212,955 CHF | 213,807 CHF | 99.91% | 99.91% |
12/11/2024 | 0.42% | 12.20 CHF | 12.25 CHF | 17,360 | 17,360 | 17,267 | 17,267 | 209,424 CHF | 210,289 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 12.10 CHF | 12.15 CHF | 17,472 | 17,472 | 16,998 | 16,998 | 214,774 CHF | 215,624 CHF | 100.00% | 100.00% |