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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.15% | 15.37 CHF | 15.38 CHF | 34,000 | 34,000 | 18,791 | 18,791 | 286,436 CHF | 286,814 CHF | 95.83% | 95.83% |
22/11/2024 | 0.15% | 15.02 CHF | 15.03 CHF | 34,000 | 34,000 | 18,916 | 18,916 | 287,352 CHF | 287,729 CHF | 98.14% | 98.14% |
20/11/2024 | 0.14% | 16.60 CHF | 16.61 CHF | 32,000 | 32,000 | 17,663 | 17,663 | 299,338 CHF | 299,690 CHF | 99.72% | 99.72% |
19/11/2024 | 0.14% | 16.83 CHF | 16.84 CHF | 32,000 | 32,000 | 17,755 | 17,755 | 293,573 CHF | 293,928 CHF | 99.80% | 99.80% |
18/11/2024 | 0.14% | 16.56 CHF | 16.57 CHF | 32,000 | 32,000 | 17,877 | 17,877 | 292,687 CHF | 293,043 CHF | 99.84% | 99.84% |
15/11/2024 | 0.14% | 16.08 CHF | 16.09 CHF | 33,000 | 33,000 | 17,896 | 17,896 | 295,987 CHF | 296,343 CHF | 98.74% | 98.74% |
14/11/2024 | 0.14% | 16.84 CHF | 16.85 CHF | 32,000 | 32,000 | 17,229 | 17,229 | 297,699 CHF | 298,049 CHF | 98.97% | 98.97% |
13/11/2024 | 0.13% | 17.41 CHF | 17.42 CHF | 32,000 | 32,000 | 17,566 | 17,566 | 309,057 CHF | 309,409 CHF | 99.92% | 99.92% |
12/11/2024 | 0.13% | 17.47 CHF | 17.48 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 306,536 CHF | 306,886 CHF | 99.90% | 99.90% |
11/11/2024 | 0.14% | 17.41 CHF | 17.42 CHF | 32,000 | 32,000 | 17,563 | 17,563 | 303,610 CHF | 303,963 CHF | 99.17% | 99.17% |