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 | 0.87% | 15.10 CHF | 15.15 CHF | 3,460 | 3,460 | 2,291 | 2,291 | 35,395 CHF | 35,676 CHF | 100.00% | 100.00% |
19/11/2024 | 0.91% | 15.30 CHF | 15.35 CHF | 3,450 | 3,450 | 2,330 | 2,330 | 34,923 CHF | 35,209 CHF | 99.09% | 99.09% |
18/11/2024 | 0.91% | 15.05 CHF | 15.10 CHF | 3,480 | 3,480 | 2,341 | 2,341 | 34,734 CHF | 35,021 CHF | 100.00% | 100.00% |
15/11/2024 | 0.91% | 14.55 CHF | 14.60 CHF | 3,530 | 3,530 | 2,311 | 2,311 | 34,679 CHF | 34,970 CHF | 72.13% | 72.13% |
14/11/2024 | 0.85% | 15.30 CHF | 15.35 CHF | 3,450 | 3,450 | 2,273 | 2,273 | 35,835 CHF | 36,113 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 15.90 CHF | 15.95 CHF | 3,390 | 3,390 | 2,259 | 2,259 | 36,331 CHF | 36,609 CHF | 99.93% | 99.93% |
12/11/2024 | 0.85% | 15.95 CHF | 16.00 CHF | 3,390 | 3,390 | 2,266 | 2,266 | 36,209 CHF | 36,488 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 15.90 CHF | 15.95 CHF | 3,400 | 3,400 | 2,290 | 2,290 | 36,046 CHF | 36,328 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 15.60 CHF | 15.65 CHF | 3,450 | 3,450 | 2,304 | 2,304 | 36,299 CHF | 36,582 CHF | 100.00% | 100.00% |
07/11/2024 | 0.88% | 15.65 CHF | 15.70 CHF | 3,460 | 3,460 | 2,330 | 2,330 | 36,087 CHF | 36,374 CHF | 100.00% | 100.00% |