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 | 0.16% | 14.30 CHF | 14.31 CHF | 32,000 | 32,000 | 17,664 | 17,664 | 258,804 CHF | 259,157 CHF | 99.72% | 99.72% |
19/11/2024 | 0.16% | 14.54 CHF | 14.55 CHF | 32,000 | 32,000 | 17,753 | 17,753 | 252,878 CHF | 253,233 CHF | 99.76% | 99.76% |
18/11/2024 | 0.17% | 14.26 CHF | 14.27 CHF | 32,000 | 32,000 | 17,877 | 17,877 | 251,578 CHF | 251,934 CHF | 99.85% | 99.85% |
15/11/2024 | 0.16% | 13.78 CHF | 13.79 CHF | 33,000 | 33,000 | 17,895 | 17,895 | 254,772 CHF | 255,128 CHF | 98.73% | 98.73% |
14/11/2024 | 0.16% | 14.54 CHF | 14.55 CHF | 32,000 | 32,000 | 17,229 | 17,229 | 258,005 CHF | 258,355 CHF | 99.00% | 99.00% |
13/11/2024 | 0.15% | 15.12 CHF | 15.13 CHF | 32,000 | 32,000 | 17,569 | 17,569 | 268,940 CHF | 269,292 CHF | 99.94% | 99.94% |
12/11/2024 | 0.15% | 15.18 CHF | 15.19 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 266,569 CHF | 266,919 CHF | 99.90% | 99.90% |
11/11/2024 | 0.16% | 15.13 CHF | 15.14 CHF | 32,000 | 32,000 | 17,563 | 17,563 | 263,631 CHF | 263,983 CHF | 99.17% | 99.17% |
08/11/2024 | 0.16% | 14.86 CHF | 14.87 CHF | 32,000 | 32,000 | 17,618 | 17,618 | 264,315 CHF | 264,667 CHF | 98.06% | 98.06% |
07/11/2024 | 0.16% | 14.90 CHF | 14.91 CHF | 32,000 | 32,000 | 17,697 | 17,697 | 260,943 CHF | 261,296 CHF | 98.95% | 98.95% |