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 | 0.43% | 11.70 CHF | 11.75 CHF | 16,917 | 16,917 | 16,867 | 16,867 | 196,208 CHF | 197,052 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 11.70 CHF | 11.75 CHF | 17,009 | 17,009 | 16,723 | 16,723 | 198,785 CHF | 199,622 CHF | 98.69% | 98.69% |
18/11/2024 | 0.44% | 11.85 CHF | 11.90 CHF | 16,919 | 16,919 | 16,948 | 16,948 | 195,696 CHF | 196,544 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 11.30 CHF | 11.35 CHF | 17,277 | 17,277 | 17,308 | 17,308 | 195,203 CHF | 196,068 CHF | 70.79% | 70.79% |
14/11/2024 | 0.46% | 11.15 CHF | 11.20 CHF | 17,383 | 17,383 | 17,390 | 17,390 | 188,555 CHF | 189,425 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 11.40 CHF | 11.45 CHF | 17,208 | 17,208 | 17,027 | 17,027 | 196,410 CHF | 197,262 CHF | 99.90% | 99.90% |
12/11/2024 | 0.45% | 11.25 CHF | 11.30 CHF | 17,346 | 17,346 | 17,268 | 17,268 | 192,691 CHF | 193,555 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 11.15 CHF | 11.20 CHF | 17,483 | 17,483 | 16,998 | 16,998 | 198,360 CHF | 199,211 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 11.90 CHF | 11.95 CHF | 17,109 | 17,109 | 16,927 | 16,927 | 202,749 CHF | 203,597 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 12.20 CHF | 12.25 CHF | 17,011 | 17,011 | 17,034 | 17,034 | 202,102 CHF | 202,955 CHF | 100.00% | 100.00% |