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 | 0.48% | 10.50 CHF | 10.55 CHF | 16,919 | 16,919 | 16,867 | 16,867 | 175,852 CHF | 176,696 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 10.50 CHF | 10.55 CHF | 17,007 | 17,007 | 16,724 | 16,724 | 178,682 CHF | 179,519 CHF | 98.70% | 98.70% |
18/11/2024 | 0.49% | 10.65 CHF | 10.70 CHF | 16,914 | 16,914 | 16,948 | 16,948 | 175,244 CHF | 176,092 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 10.05 CHF | 10.10 CHF | 17,270 | 17,270 | 17,308 | 17,308 | 174,306 CHF | 175,085 CHF | 70.95% | 70.95% |
14/11/2024 | 0.32% | 9.97 CHF | 10.00 CHF | 17,388 | 17,388 | 17,390 | 17,390 | 167,702 CHF | 168,227 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 17,208 | 17,208 | 17,028 | 17,028 | 175,955 CHF | 176,807 CHF | 99.91% | 99.91% |
12/11/2024 | 0.39% | 10.05 CHF | 10.10 CHF | 17,346 | 17,346 | 17,268 | 17,268 | 172,093 CHF | 172,755 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 9.96 CHF | 9.99 CHF | 17,475 | 17,475 | 16,998 | 16,998 | 178,045 CHF | 178,872 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 17,112 | 17,112 | 16,928 | 16,928 | 182,683 CHF | 183,531 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 11.00 CHF | 11.05 CHF | 16,991 | 16,991 | 17,033 | 17,033 | 181,852 CHF | 182,704 CHF | 100.00% | 100.00% |