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 | 0.27% | 14.27 CHF | 14.31 CHF | 9,700 | 9,700 | 9,660 | 9,660 | 142,651 CHF | 143,037 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 13.99 CHF | 14.03 CHF | 9,600 | 9,600 | 9,592 | 9,592 | 133,970 CHF | 134,354 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 14.22 CHF | 14.26 CHF | 9,800 | 9,800 | 9,789 | 9,789 | 134,171 CHF | 134,563 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 14.07 CHF | 14.11 CHF | 9,500 | 9,500 | 9,461 | 9,461 | 132,255 CHF | 132,633 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 14.73 CHF | 14.76 CHF | 11,700 | 11,700 | 11,652 | 11,652 | 170,894 CHF | 171,244 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 11.48 CHF | 11.52 CHF | 11,400 | 11,400 | 11,360 | 11,360 | 133,123 CHF | 133,578 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 12.48 CHF | 12.52 CHF | 9,500 | 9,500 | 9,403 | 9,403 | 126,843 CHF | 127,219 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 14.92 CHF | 14.96 CHF | 9,600 | 9,600 | 9,558 | 9,558 | 141,083 CHF | 141,465 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 14.36 CHF | 14.40 CHF | 10,200 | 10,200 | 10,254 | 10,254 | 142,094 CHF | 142,504 CHF | 99.19% | 99.19% |
07/11/2024 | 0.31% | 13.21 CHF | 13.25 CHF | 10,300 | 10,300 | 10,206 | 10,206 | 133,267 CHF | 133,675 CHF | 100.00% | 100.00% |