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 | 0.37% | 13.75 CHF | 13.80 CHF | 8,100 | 8,100 | 7,940 | 7,940 | 107,456 CHF | 107,853 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 8,000 | 8,000 | 7,951 | 7,951 | 108,308 CHF | 108,706 CHF | 98.95% | 98.95% |
18/11/2024 | 0.38% | 13.35 CHF | 13.40 CHF | 8,000 | 8,000 | 7,912 | 7,912 | 105,943 CHF | 106,339 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 13.25 CHF | 13.30 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 103,406 CHF | 103,801 CHF | 72.09% | 72.09% |
14/11/2024 | 0.39% | 12.90 CHF | 12.95 CHF | 7,800 | 7,800 | 7,806 | 7,806 | 101,851 CHF | 102,241 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 13.10 CHF | 13.15 CHF | 7,900 | 7,900 | 7,793 | 7,793 | 101,593 CHF | 101,983 CHF | 99.40% | 99.40% |
12/11/2024 | 0.40% | 12.90 CHF | 12.95 CHF | 7,800 | 7,800 | 7,639 | 7,639 | 95,727 CHF | 96,109 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 12.25 CHF | 12.30 CHF | 7,600 | 7,600 | 7,529 | 7,529 | 92,112 CHF | 92,489 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 12.70 CHF | 12.75 CHF | 7,800 | 7,800 | 7,630 | 7,630 | 96,095 CHF | 96,477 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 12.10 CHF | 12.15 CHF | 7,600 | 7,600 | 7,584 | 7,584 | 93,089 CHF | 93,469 CHF | 100.00% | 100.00% |