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 | 0.55% | 11.30 CHF | 11.35 CHF | 30,650 | 30,650 | 28,284 | 28,284 | 323,351 CHF | 324,956 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 11.15 CHF | 11.20 CHF | 31,180 | 31,180 | 29,290 | 29,290 | 321,240 CHF | 322,906 CHF | 99.03% | 99.03% |
18/11/2024 | 0.57% | 10.90 CHF | 10.95 CHF | 31,920 | 31,920 | 29,962 | 29,962 | 322,759 CHF | 324,445 CHF | 98.77% | 98.77% |
15/11/2024 | 0.59% | 11.10 CHF | 11.15 CHF | 31,290 | 31,290 | 28,134 | 28,134 | 319,087 CHF | 320,761 CHF | 71.79% | 71.79% |
14/11/2024 | 0.55% | 11.60 CHF | 11.65 CHF | 30,160 | 30,160 | 28,129 | 28,129 | 324,512 CHF | 326,110 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 11.45 CHF | 11.50 CHF | 30,490 | 30,490 | 28,185 | 28,185 | 324,927 CHF | 326,527 CHF | 99.86% | 99.86% |
12/11/2024 | 0.56% | 11.50 CHF | 11.55 CHF | 30,370 | 30,370 | 28,691 | 28,691 | 323,998 CHF | 325,629 CHF | 99.98% | 99.98% |
11/11/2024 | 0.55% | 11.30 CHF | 11.35 CHF | 30,890 | 30,890 | 28,492 | 28,492 | 324,913 CHF | 326,530 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 11.35 CHF | 11.40 CHF | 30,890 | 30,890 | 28,566 | 28,566 | 326,039 CHF | 327,658 CHF | 99.81% | 99.81% |
07/11/2024 | 0.56% | 11.35 CHF | 11.40 CHF | 31,030 | 31,030 | 29,086 | 29,086 | 326,846 CHF | 328,494 CHF | 99.52% | 99.52% |