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 | 0.13% | 47.55 CHF | 47.60 CHF | 7,680 | 7,680 | 7,066 | 7,066 | 339,851 CHF | 340,252 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 46.90 CHF | 46.95 CHF | 7,800 | 7,800 | 7,320 | 7,320 | 338,327 CHF | 338,743 CHF | 99.02% | 99.02% |
18/11/2024 | 0.14% | 45.85 CHF | 45.90 CHF | 7,980 | 7,980 | 7,487 | 7,487 | 340,319 CHF | 340,741 CHF | 98.72% | 98.72% |
15/11/2024 | 0.14% | 46.85 CHF | 46.90 CHF | 7,820 | 7,820 | 7,029 | 7,029 | 335,520 CHF | 335,939 CHF | 71.70% | 71.70% |
14/11/2024 | 0.13% | 48.85 CHF | 48.90 CHF | 7,540 | 7,540 | 7,028 | 7,028 | 341,053 CHF | 341,452 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 48.20 CHF | 48.25 CHF | 7,610 | 7,610 | 7,042 | 7,042 | 341,383 CHF | 341,783 CHF | 99.87% | 99.87% |
12/11/2024 | 0.13% | 48.35 CHF | 48.40 CHF | 7,590 | 7,590 | 7,168 | 7,168 | 340,634 CHF | 341,041 CHF | 99.96% | 99.96% |
11/11/2024 | 0.13% | 47.60 CHF | 47.65 CHF | 7,720 | 7,720 | 7,118 | 7,118 | 341,431 CHF | 341,835 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 47.75 CHF | 47.80 CHF | 7,710 | 7,710 | 7,139 | 7,139 | 342,460 CHF | 342,864 CHF | 99.79% | 99.79% |
07/11/2024 | 0.13% | 47.65 CHF | 47.70 CHF | 7,760 | 7,760 | 7,268 | 7,268 | 343,685 CHF | 344,096 CHF | 99.50% | 99.50% |