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 | 0.54% | 17.30 CHF | 17.35 CHF | 3,260 | 3,260 | 2,163 | 2,163 | 38,204 CHF | 38,395 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 17.25 CHF | 17.30 CHF | 3,280 | 3,280 | 2,187 | 2,187 | 37,917 CHF | 38,110 CHF | 99.08% | 99.08% |
18/11/2024 | 0.55% | 17.70 CHF | 17.75 CHF | 3,240 | 3,240 | 2,170 | 2,170 | 38,209 CHF | 38,401 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 17.65 CHF | 17.70 CHF | 3,240 | 3,240 | 2,124 | 2,124 | 38,557 CHF | 38,751 CHF | 72.16% | 72.16% |
14/11/2024 | 0.52% | 18.45 CHF | 18.50 CHF | 3,180 | 3,180 | 2,121 | 2,121 | 39,177 CHF | 39,364 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 18.00 CHF | 18.05 CHF | 3,210 | 3,210 | 2,155 | 2,155 | 38,797 CHF | 38,988 CHF | 99.92% | 99.92% |
12/11/2024 | 0.54% | 17.90 CHF | 17.95 CHF | 3,230 | 3,230 | 2,173 | 2,173 | 38,489 CHF | 38,682 CHF | 100.00% | 100.00% |
11/11/2024 | 0.53% | 17.65 CHF | 17.70 CHF | 3,260 | 3,260 | 2,161 | 2,161 | 38,953 CHF | 39,144 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 18.05 CHF | 18.10 CHF | 3,240 | 3,240 | 2,170 | 2,170 | 39,319 CHF | 39,511 CHF | 100.00% | 100.00% |
07/11/2024 | 0.54% | 18.20 CHF | 18.25 CHF | 3,250 | 3,250 | 2,192 | 2,192 | 39,208 CHF | 39,401 CHF | 99.60% | 99.60% |