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 | 0.30% | 16.75 CHF | 16.80 CHF | 15,540 | 15,540 | 15,325 | 15,325 | 254,322 CHF | 255,089 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 16.70 CHF | 16.75 CHF | 15,530 | 15,530 | 15,341 | 15,341 | 255,452 CHF | 256,220 CHF | 98.96% | 98.96% |
18/11/2024 | 0.31% | 16.45 CHF | 16.50 CHF | 15,400 | 15,400 | 15,205 | 15,205 | 248,580 CHF | 249,341 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 15,260 | 15,260 | 15,225 | 15,225 | 245,057 CHF | 245,818 CHF | 72.17% | 72.17% |
14/11/2024 | 0.32% | 15.50 CHF | 15.55 CHF | 14,890 | 14,890 | 14,794 | 14,794 | 231,357 CHF | 232,098 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 15.45 CHF | 15.50 CHF | 14,810 | 14,810 | 14,646 | 14,646 | 225,135 CHF | 225,868 CHF | 98.58% | 98.58% |
12/11/2024 | 0.33% | 15.50 CHF | 15.55 CHF | 14,840 | 14,840 | 14,664 | 14,664 | 226,259 CHF | 226,993 CHF | 99.69% | 99.69% |
11/11/2024 | 0.33% | 15.15 CHF | 15.20 CHF | 14,660 | 14,660 | 14,529 | 14,529 | 220,052 CHF | 220,780 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 15.45 CHF | 15.50 CHF | 14,850 | 14,850 | 14,674 | 14,674 | 225,541 CHF | 226,275 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 15.10 CHF | 15.15 CHF | 14,710 | 14,710 | 14,610 | 14,610 | 221,504 CHF | 222,235 CHF | 100.00% | 100.00% |