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 | 0.54% | 11.40 CHF | 11.45 CHF | 30,710 | 30,710 | 28,281 | 28,281 | 326,829 CHF | 328,435 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 11.25 CHF | 11.30 CHF | 31,180 | 31,180 | 29,295 | 29,295 | 324,834 CHF | 326,501 CHF | 99.03% | 99.03% |
18/11/2024 | 0.57% | 11.00 CHF | 11.05 CHF | 31,980 | 31,980 | 29,962 | 29,962 | 326,427 CHF | 328,113 CHF | 98.79% | 98.79% |
15/11/2024 | 0.59% | 11.25 CHF | 11.30 CHF | 31,210 | 31,210 | 28,144 | 28,144 | 322,555 CHF | 324,229 CHF | 71.84% | 71.84% |
14/11/2024 | 0.54% | 11.75 CHF | 11.80 CHF | 30,190 | 30,190 | 28,131 | 28,131 | 328,152 CHF | 329,750 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 11.60 CHF | 11.65 CHF | 30,470 | 30,470 | 28,169 | 28,169 | 328,331 CHF | 329,931 CHF | 99.72% | 99.72% |
12/11/2024 | 0.55% | 11.60 CHF | 11.65 CHF | 30,410 | 30,410 | 28,698 | 28,698 | 327,615 CHF | 329,246 CHF | 99.99% | 99.99% |
11/11/2024 | 0.54% | 11.45 CHF | 11.50 CHF | 30,930 | 30,930 | 28,505 | 28,505 | 328,617 CHF | 330,235 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 11.50 CHF | 11.55 CHF | 30,870 | 30,870 | 28,574 | 28,574 | 329,584 CHF | 331,203 CHF | 99.82% | 99.82% |
07/11/2024 | 0.55% | 11.45 CHF | 11.50 CHF | 31,030 | 31,030 | 29,087 | 29,087 | 330,514 CHF | 332,162 CHF | 99.53% | 99.53% |