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% | 11.70 CHF | 11.75 CHF | 30,700 | 30,700 | 28,289 | 28,289 | 335,305 CHF | 336,910 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 11.55 CHF | 11.60 CHF | 31,180 | 31,180 | 29,288 | 29,288 | 333,388 CHF | 335,054 CHF | 99.03% | 99.03% |
18/11/2024 | 0.55% | 11.30 CHF | 11.35 CHF | 31,970 | 31,970 | 29,962 | 29,962 | 335,272 CHF | 336,958 CHF | 98.75% | 98.75% |
15/11/2024 | 0.57% | 11.55 CHF | 11.60 CHF | 31,210 | 31,210 | 28,141 | 28,141 | 330,825 CHF | 332,500 CHF | 71.82% | 71.82% |
14/11/2024 | 0.53% | 12.05 CHF | 12.10 CHF | 30,190 | 30,190 | 28,129 | 28,129 | 336,403 CHF | 338,001 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 11.90 CHF | 11.95 CHF | 30,460 | 30,460 | 28,174 | 28,174 | 336,605 CHF | 338,205 CHF | 99.87% | 99.87% |
12/11/2024 | 0.54% | 11.90 CHF | 11.95 CHF | 30,400 | 30,400 | 28,698 | 28,698 | 336,063 CHF | 337,694 CHF | 99.98% | 99.98% |
11/11/2024 | 0.53% | 11.75 CHF | 11.80 CHF | 30,910 | 30,910 | 28,492 | 28,492 | 336,806 CHF | 338,423 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 11.75 CHF | 11.80 CHF | 30,890 | 30,890 | 28,571 | 28,571 | 337,895 CHF | 339,515 CHF | 99.80% | 99.80% |
07/11/2024 | 0.54% | 11.75 CHF | 11.80 CHF | 31,030 | 31,030 | 29,096 | 29,096 | 339,099 CHF | 340,747 CHF | 99.51% | 99.51% |