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% | 11.20 CHF | 11.25 CHF | 30,680 | 30,680 | 28,286 | 28,286 | 321,005 CHF | 322,610 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 11.05 CHF | 11.10 CHF | 31,180 | 31,180 | 29,290 | 29,290 | 318,687 CHF | 320,354 CHF | 99.02% | 99.02% |
18/11/2024 | 0.58% | 10.80 CHF | 10.85 CHF | 31,960 | 31,960 | 29,957 | 29,957 | 320,080 CHF | 321,766 CHF | 98.74% | 98.74% |
15/11/2024 | 0.60% | 11.05 CHF | 11.10 CHF | 31,190 | 31,190 | 28,138 | 28,138 | 316,615 CHF | 318,290 CHF | 71.77% | 71.77% |
14/11/2024 | 0.55% | 11.55 CHF | 11.60 CHF | 30,190 | 30,190 | 28,126 | 28,126 | 322,112 CHF | 323,710 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 11.35 CHF | 11.40 CHF | 30,490 | 30,490 | 28,181 | 28,181 | 322,496 CHF | 324,097 CHF | 99.87% | 99.87% |
12/11/2024 | 0.56% | 11.40 CHF | 11.45 CHF | 30,390 | 30,390 | 28,700 | 28,700 | 321,684 CHF | 323,315 CHF | 99.97% | 99.97% |
11/11/2024 | 0.55% | 11.25 CHF | 11.30 CHF | 30,910 | 30,910 | 28,493 | 28,493 | 322,555 CHF | 324,172 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 11.25 CHF | 11.30 CHF | 30,890 | 30,890 | 28,573 | 28,573 | 323,714 CHF | 325,333 CHF | 99.80% | 99.80% |
07/11/2024 | 0.56% | 11.25 CHF | 11.30 CHF | 31,030 | 31,030 | 29,098 | 29,098 | 324,661 CHF | 326,310 CHF | 99.51% | 99.51% |