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 | 0.64% | 14.65 CHF | 14.70 CHF | 3,260 | 3,260 | 2,163 | 2,163 | 32,492 CHF | 32,683 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 14.65 CHF | 14.70 CHF | 3,280 | 3,280 | 2,187 | 2,187 | 32,155 CHF | 32,348 CHF | 99.08% | 99.08% |
18/11/2024 | 0.64% | 15.05 CHF | 15.10 CHF | 3,240 | 3,240 | 2,170 | 2,170 | 32,476 CHF | 32,668 CHF | 100.00% | 100.00% |
15/11/2024 | 0.63% | 15.00 CHF | 15.05 CHF | 3,240 | 3,240 | 2,123 | 2,123 | 32,931 CHF | 33,125 CHF | 72.14% | 72.14% |
14/11/2024 | 0.61% | 15.80 CHF | 15.85 CHF | 3,180 | 3,180 | 2,121 | 2,121 | 33,571 CHF | 33,759 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 15.40 CHF | 15.45 CHF | 3,210 | 3,210 | 2,155 | 2,155 | 33,140 CHF | 33,330 CHF | 99.91% | 99.91% |
12/11/2024 | 0.64% | 15.30 CHF | 15.35 CHF | 3,230 | 3,230 | 2,173 | 2,173 | 32,788 CHF | 32,980 CHF | 100.00% | 100.00% |
11/11/2024 | 0.62% | 15.05 CHF | 15.10 CHF | 3,260 | 3,260 | 2,161 | 2,161 | 33,317 CHF | 33,508 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 15.45 CHF | 15.50 CHF | 3,240 | 3,240 | 2,170 | 2,170 | 33,696 CHF | 33,888 CHF | 100.00% | 100.00% |
07/11/2024 | 0.63% | 15.60 CHF | 15.65 CHF | 3,250 | 3,250 | 2,192 | 2,192 | 33,514 CHF | 33,707 CHF | 99.60% | 99.60% |