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 | 0.58% | 16.10 CHF | 16.15 CHF | 3,260 | 3,260 | 2,163 | 2,163 | 35,639 CHF | 35,830 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 16.10 CHF | 16.15 CHF | 3,280 | 3,280 | 2,187 | 2,187 | 35,317 CHF | 35,510 CHF | 99.08% | 99.08% |
18/11/2024 | 0.59% | 16.50 CHF | 16.55 CHF | 3,240 | 3,240 | 2,170 | 2,170 | 35,630 CHF | 35,822 CHF | 100.00% | 100.00% |
15/11/2024 | 0.58% | 16.50 CHF | 16.55 CHF | 3,240 | 3,240 | 2,123 | 2,123 | 36,017 CHF | 36,210 CHF | 72.08% | 72.08% |
14/11/2024 | 0.56% | 17.25 CHF | 17.30 CHF | 3,180 | 3,180 | 2,121 | 2,121 | 36,657 CHF | 36,844 CHF | 100.00% | 100.00% |
13/11/2024 | 0.57% | 16.85 CHF | 16.90 CHF | 3,210 | 3,210 | 2,155 | 2,155 | 36,257 CHF | 36,447 CHF | 99.91% | 99.91% |
12/11/2024 | 0.58% | 16.75 CHF | 16.80 CHF | 3,230 | 3,230 | 2,172 | 2,172 | 35,911 CHF | 36,104 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 16.50 CHF | 16.55 CHF | 3,260 | 3,260 | 2,161 | 2,161 | 36,427 CHF | 36,618 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 16.90 CHF | 16.95 CHF | 3,240 | 3,240 | 2,170 | 2,170 | 36,791 CHF | 36,983 CHF | 100.00% | 100.00% |
07/11/2024 | 0.57% | 17.05 CHF | 17.10 CHF | 3,250 | 3,250 | 2,191 | 2,191 | 36,635 CHF | 36,828 CHF | 99.60% | 99.60% |