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 | 0.44% | 11.50 CHF | 11.55 CHF | 16,924 | 16,924 | 16,868 | 16,868 | 192,228 CHF | 193,072 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 11.50 CHF | 11.55 CHF | 17,013 | 17,013 | 16,724 | 16,724 | 194,799 CHF | 195,636 CHF | 98.69% | 98.69% |
18/11/2024 | 0.45% | 11.60 CHF | 11.65 CHF | 16,925 | 16,925 | 16,944 | 16,944 | 191,560 CHF | 192,408 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 11.05 CHF | 11.10 CHF | 17,275 | 17,275 | 17,309 | 17,309 | 191,106 CHF | 191,972 CHF | 70.80% | 70.80% |
14/11/2024 | 0.48% | 10.95 CHF | 11.00 CHF | 17,388 | 17,388 | 17,391 | 17,391 | 184,451 CHF | 185,321 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 17,209 | 17,209 | 17,028 | 17,028 | 192,352 CHF | 193,204 CHF | 99.91% | 99.91% |
12/11/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 17,353 | 17,353 | 17,267 | 17,267 | 188,609 CHF | 189,473 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 10.90 CHF | 10.95 CHF | 17,471 | 17,471 | 16,997 | 16,997 | 194,318 CHF | 195,168 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 11.65 CHF | 11.70 CHF | 17,112 | 17,112 | 16,927 | 16,927 | 198,770 CHF | 199,617 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 12.00 CHF | 12.05 CHF | 16,991 | 16,991 | 17,034 | 17,034 | 198,123 CHF | 198,976 CHF | 100.00% | 100.00% |