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 | 0.57% | 1.76 CHF | 1.77 CHF | 12,250 | 12,250 | 12,051 | 12,051 | 21,462 CHF | 21,583 CHF | 99.50% | 99.50% |
19/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 12,310 | 12,310 | 12,214 | 12,214 | 21,238 CHF | 21,360 CHF | 97.98% | 97.98% |
18/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 12,060 | 12,060 | 11,986 | 11,986 | 21,590 CHF | 21,710 CHF | 99.56% | 99.56% |
15/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 12,160 | 12,160 | 12,186 | 12,186 | 21,768 CHF | 21,890 CHF | 70.57% | 70.57% |
14/11/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 12,230 | 12,230 | 12,212 | 12,212 | 21,360 CHF | 21,483 CHF | 99.51% | 99.51% |
13/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 12,580 | 12,580 | 12,289 | 12,289 | 21,266 CHF | 21,390 CHF | 99.09% | 99.09% |
12/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 12,380 | 12,380 | 12,094 | 12,094 | 21,482 CHF | 21,604 CHF | 99.58% | 99.58% |
11/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 12,060 | 12,060 | 12,139 | 12,139 | 21,473 CHF | 21,595 CHF | 99.53% | 99.53% |
08/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 12,580 | 12,580 | 12,380 | 12,380 | 21,214 CHF | 21,338 CHF | 99.09% | 99.09% |
07/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 12,150 | 12,150 | 11,943 | 11,943 | 21,841 CHF | 21,961 CHF | 99.55% | 99.55% |