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 | 0.50% | 18.60 CHF | 18.65 CHF | 2,820 | 2,820 | 1,872 | 1,872 | 35,513 CHF | 35,678 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 18.90 CHF | 18.95 CHF | 2,810 | 2,810 | 1,897 | 1,897 | 35,233 CHF | 35,401 CHF | 99.09% | 99.09% |
18/11/2024 | 0.50% | 19.00 CHF | 19.05 CHF | 2,800 | 2,800 | 1,870 | 1,870 | 35,704 CHF | 35,869 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 19.20 CHF | 19.25 CHF | 2,790 | 2,790 | 1,812 | 1,812 | 36,223 CHF | 36,388 CHF | 71.94% | 71.94% |
14/11/2024 | 0.46% | 20.65 CHF | 20.70 CHF | 2,690 | 2,690 | 1,775 | 1,775 | 37,324 CHF | 37,481 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 20.60 CHF | 20.65 CHF | 2,690 | 2,690 | 1,826 | 1,826 | 36,655 CHF | 36,817 CHF | 99.96% | 99.96% |
12/11/2024 | 0.49% | 19.50 CHF | 19.55 CHF | 2,770 | 2,770 | 1,851 | 1,851 | 36,233 CHF | 36,397 CHF | 99.98% | 99.98% |
11/11/2024 | 0.48% | 19.55 CHF | 19.60 CHF | 2,770 | 2,770 | 1,845 | 1,845 | 36,550 CHF | 36,713 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 19.80 CHF | 19.85 CHF | 2,770 | 2,770 | 1,856 | 1,856 | 36,770 CHF | 36,934 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 20.05 CHF | 20.10 CHF | 2,760 | 2,760 | 1,872 | 1,872 | 36,710 CHF | 36,876 CHF | 100.00% | 100.00% |