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 | 0.47% | 10.90 CHF | 10.95 CHF | 16,923 | 16,923 | 16,868 | 16,868 | 182,026 CHF | 182,871 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 10.90 CHF | 10.95 CHF | 17,013 | 17,013 | 16,724 | 16,724 | 184,757 CHF | 185,594 CHF | 98.69% | 98.69% |
18/11/2024 | 0.47% | 11.00 CHF | 11.05 CHF | 16,922 | 16,922 | 16,946 | 16,946 | 181,357 CHF | 182,205 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 10.45 CHF | 10.50 CHF | 17,275 | 17,275 | 17,309 | 17,309 | 180,620 CHF | 181,485 CHF | 70.78% | 70.78% |
14/11/2024 | 0.33% | 10.30 CHF | 10.35 CHF | 17,390 | 17,390 | 17,392 | 17,392 | 174,059 CHF | 174,631 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 10.55 CHF | 10.60 CHF | 17,207 | 17,207 | 17,028 | 17,028 | 182,135 CHF | 182,987 CHF | 99.90% | 99.90% |
12/11/2024 | 0.49% | 10.40 CHF | 10.45 CHF | 17,356 | 17,356 | 17,268 | 17,268 | 178,238 CHF | 179,102 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 10.30 CHF | 10.35 CHF | 17,471 | 17,471 | 16,998 | 16,998 | 184,156 CHF | 185,007 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 11.05 CHF | 11.10 CHF | 17,112 | 17,112 | 16,929 | 16,929 | 188,731 CHF | 189,578 CHF | 100.00% | 100.00% |
07/11/2024 | 0.46% | 11.40 CHF | 11.45 CHF | 16,994 | 16,994 | 17,034 | 17,034 | 187,973 CHF | 188,826 CHF | 100.00% | 100.00% |