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 | 0.86% | 15.15 CHF | 15.20 CHF | 3,460 | 3,460 | 2,291 | 2,291 | 35,581 CHF | 35,862 CHF | 100.00% | 100.00% |
19/11/2024 | 0.90% | 15.40 CHF | 15.45 CHF | 3,450 | 3,450 | 2,330 | 2,330 | 35,102 CHF | 35,389 CHF | 99.09% | 99.09% |
18/11/2024 | 0.91% | 15.10 CHF | 15.15 CHF | 3,480 | 3,480 | 2,341 | 2,341 | 34,917 CHF | 35,205 CHF | 100.00% | 100.00% |
15/11/2024 | 0.91% | 14.65 CHF | 14.70 CHF | 3,530 | 3,530 | 2,312 | 2,312 | 34,875 CHF | 35,165 CHF | 72.02% | 72.02% |
14/11/2024 | 0.85% | 15.40 CHF | 15.45 CHF | 3,450 | 3,450 | 2,273 | 2,273 | 36,027 CHF | 36,305 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 15.95 CHF | 16.00 CHF | 3,390 | 3,390 | 2,259 | 2,259 | 36,510 CHF | 36,787 CHF | 99.91% | 99.91% |
12/11/2024 | 0.84% | 16.05 CHF | 16.10 CHF | 3,390 | 3,390 | 2,266 | 2,266 | 36,401 CHF | 36,680 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 16.00 CHF | 16.05 CHF | 3,400 | 3,400 | 2,290 | 2,290 | 36,230 CHF | 36,512 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 15.70 CHF | 15.75 CHF | 3,450 | 3,450 | 2,304 | 2,304 | 36,475 CHF | 36,758 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 15.75 CHF | 15.80 CHF | 3,460 | 3,460 | 2,331 | 2,331 | 36,270 CHF | 36,557 CHF | 100.00% | 100.00% |