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 | 0.53% | 11.75 CHF | 11.80 CHF | 30,660 | 30,660 | 28,281 | 28,281 | 336,170 CHF | 337,775 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 11.60 CHF | 11.65 CHF | 31,180 | 31,180 | 29,291 | 29,291 | 334,531 CHF | 336,197 CHF | 99.03% | 99.03% |
18/11/2024 | 0.55% | 11.35 CHF | 11.40 CHF | 31,930 | 31,930 | 29,958 | 29,958 | 336,334 CHF | 338,020 CHF | 98.79% | 98.79% |
15/11/2024 | 0.57% | 11.60 CHF | 11.65 CHF | 31,310 | 31,310 | 28,144 | 28,144 | 331,971 CHF | 333,645 CHF | 71.96% | 71.96% |
14/11/2024 | 0.52% | 12.05 CHF | 12.10 CHF | 30,180 | 30,180 | 28,127 | 28,127 | 337,317 CHF | 338,915 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 11.90 CHF | 11.95 CHF | 30,490 | 30,490 | 28,179 | 28,179 | 337,597 CHF | 339,197 CHF | 99.88% | 99.88% |
12/11/2024 | 0.54% | 11.95 CHF | 12.00 CHF | 30,370 | 30,370 | 28,693 | 28,693 | 337,019 CHF | 338,650 CHF | 99.98% | 99.98% |
11/11/2024 | 0.53% | 11.75 CHF | 11.80 CHF | 30,890 | 30,890 | 28,489 | 28,489 | 337,723 CHF | 339,340 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 11.80 CHF | 11.85 CHF | 30,890 | 30,890 | 28,562 | 28,562 | 338,718 CHF | 340,337 CHF | 99.81% | 99.81% |
07/11/2024 | 0.54% | 11.80 CHF | 11.85 CHF | 31,060 | 31,060 | 29,083 | 29,083 | 339,802 CHF | 341,450 CHF | 99.53% | 99.53% |