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 | 0.45% | 20.75 CHF | 20.80 CHF | 2,820 | 2,820 | 1,872 | 1,872 | 39,526 CHF | 39,691 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 21.05 CHF | 21.10 CHF | 2,810 | 2,810 | 1,897 | 1,897 | 39,292 CHF | 39,459 CHF | 98.91% | 98.91% |
18/11/2024 | 0.45% | 21.15 CHF | 21.20 CHF | 2,800 | 2,800 | 1,870 | 1,870 | 39,717 CHF | 39,883 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 21.35 CHF | 21.40 CHF | 2,790 | 2,790 | 1,813 | 1,813 | 40,120 CHF | 40,285 CHF | 71.84% | 71.84% |
14/11/2024 | 0.41% | 22.75 CHF | 22.80 CHF | 2,690 | 2,690 | 1,775 | 1,775 | 41,137 CHF | 41,294 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 22.70 CHF | 22.75 CHF | 2,690 | 2,690 | 1,826 | 1,826 | 40,549 CHF | 40,710 CHF | 99.95% | 99.95% |
12/11/2024 | 0.44% | 21.65 CHF | 21.70 CHF | 2,770 | 2,770 | 1,851 | 1,851 | 40,179 CHF | 40,343 CHF | 99.96% | 99.96% |
11/11/2024 | 0.44% | 21.70 CHF | 21.75 CHF | 2,780 | 2,780 | 1,845 | 1,845 | 40,466 CHF | 40,629 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 21.90 CHF | 21.95 CHF | 2,770 | 2,770 | 1,856 | 1,856 | 40,680 CHF | 40,844 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 22.15 CHF | 22.20 CHF | 2,760 | 2,760 | 1,872 | 1,872 | 40,655 CHF | 40,821 CHF | 100.00% | 100.00% |