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 | 0.41% | 12.30 CHF | 12.35 CHF | 16,917 | 16,917 | 16,867 | 16,867 | 206,343 CHF | 207,188 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 12.30 CHF | 12.35 CHF | 17,009 | 17,009 | 16,724 | 16,724 | 208,808 CHF | 209,645 CHF | 98.69% | 98.69% |
18/11/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 16,919 | 16,919 | 16,948 | 16,948 | 205,883 CHF | 206,731 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 11.90 CHF | 11.95 CHF | 17,275 | 17,275 | 17,309 | 17,309 | 205,629 CHF | 206,495 CHF | 70.86% | 70.86% |
14/11/2024 | 0.44% | 11.75 CHF | 11.80 CHF | 17,381 | 17,381 | 17,390 | 17,391 | 199,063 CHF | 199,944 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 17,208 | 17,208 | 17,020 | 17,028 | 206,516 CHF | 207,460 CHF | 99.90% | 99.90% |
12/11/2024 | 0.43% | 11.85 CHF | 11.90 CHF | 17,345 | 17,345 | 17,267 | 17,267 | 203,010 CHF | 203,874 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 11.75 CHF | 11.80 CHF | 17,483 | 17,483 | 16,998 | 16,995 | 208,461 CHF | 209,283 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 12.45 CHF | 12.50 CHF | 17,108 | 17,108 | 16,926 | 16,926 | 212,697 CHF | 213,544 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 12.80 CHF | 12.85 CHF | 17,006 | 17,006 | 17,033 | 17,033 | 212,192 CHF | 213,045 CHF | 100.00% | 100.00% |