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 | 0.78% | 16.95 CHF | 17.00 CHF | 3,460 | 3,460 | 2,291 | 2,291 | 39,668 CHF | 39,948 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 17.20 CHF | 17.25 CHF | 3,450 | 3,450 | 2,330 | 2,330 | 39,255 CHF | 39,541 CHF | 99.09% | 99.09% |
18/11/2024 | 0.81% | 16.90 CHF | 16.95 CHF | 3,480 | 3,480 | 2,341 | 2,341 | 39,093 CHF | 39,381 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 16.40 CHF | 16.45 CHF | 3,530 | 3,530 | 2,312 | 2,312 | 39,009 CHF | 39,300 CHF | 71.94% | 71.94% |
14/11/2024 | 0.76% | 17.20 CHF | 17.25 CHF | 3,450 | 3,450 | 2,273 | 2,273 | 40,091 CHF | 40,370 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 17.75 CHF | 17.80 CHF | 3,390 | 3,390 | 2,259 | 2,259 | 40,522 CHF | 40,800 CHF | 99.92% | 99.92% |
12/11/2024 | 0.76% | 17.80 CHF | 17.85 CHF | 3,390 | 3,390 | 2,266 | 2,266 | 40,407 CHF | 40,686 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 17.75 CHF | 17.80 CHF | 3,400 | 3,400 | 2,289 | 2,289 | 40,271 CHF | 40,553 CHF | 100.00% | 100.00% |
08/11/2024 | 0.77% | 17.45 CHF | 17.50 CHF | 3,450 | 3,450 | 2,304 | 2,304 | 40,527 CHF | 40,810 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 17.50 CHF | 17.55 CHF | 3,460 | 3,460 | 2,330 | 2,330 | 40,358 CHF | 40,644 CHF | 100.00% | 100.00% |