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 | 0.56% | 11.00 CHF | 11.05 CHF | 30,660 | 30,660 | 28,283 | 28,283 | 315,011 CHF | 316,616 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 10.85 CHF | 10.90 CHF | 31,180 | 31,180 | 29,292 | 29,292 | 312,659 CHF | 314,325 CHF | 99.02% | 99.02% |
18/11/2024 | 0.59% | 10.60 CHF | 10.65 CHF | 31,930 | 31,930 | 29,960 | 29,960 | 313,883 CHF | 315,568 CHF | 98.73% | 98.73% |
15/11/2024 | 0.61% | 10.85 CHF | 10.90 CHF | 31,300 | 31,300 | 28,143 | 28,143 | 310,846 CHF | 312,521 CHF | 71.95% | 71.95% |
14/11/2024 | 0.56% | 11.30 CHF | 11.35 CHF | 30,180 | 30,180 | 28,126 | 28,126 | 316,186 CHF | 317,783 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 11.15 CHF | 11.20 CHF | 30,490 | 30,490 | 28,179 | 28,179 | 316,570 CHF | 318,170 CHF | 99.88% | 99.88% |
12/11/2024 | 0.57% | 11.20 CHF | 11.25 CHF | 30,380 | 30,380 | 28,699 | 28,699 | 315,733 CHF | 317,364 CHF | 99.97% | 99.97% |
11/11/2024 | 0.56% | 11.00 CHF | 11.05 CHF | 30,900 | 30,900 | 28,486 | 28,486 | 316,549 CHF | 318,166 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 11.05 CHF | 11.10 CHF | 30,890 | 30,890 | 28,571 | 28,571 | 317,849 CHF | 319,468 CHF | 99.80% | 99.80% |
07/11/2024 | 0.57% | 11.05 CHF | 11.10 CHF | 31,030 | 31,030 | 29,093 | 29,093 | 318,573 CHF | 320,222 CHF | 99.51% | 99.51% |