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 | 0.57% | 10.80 CHF | 10.85 CHF | 30,640 | 30,640 | 28,283 | 28,283 | 309,175 CHF | 310,780 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 10.65 CHF | 10.70 CHF | 31,180 | 31,180 | 29,288 | 29,288 | 306,585 CHF | 308,252 CHF | 99.03% | 99.03% |
18/11/2024 | 0.60% | 10.40 CHF | 10.45 CHF | 31,910 | 31,910 | 29,962 | 29,962 | 307,734 CHF | 309,420 CHF | 98.79% | 98.79% |
15/11/2024 | 0.62% | 10.60 CHF | 10.65 CHF | 31,290 | 31,290 | 28,133 | 28,133 | 304,977 CHF | 306,651 CHF | 71.85% | 71.85% |
14/11/2024 | 0.57% | 11.10 CHF | 11.15 CHF | 30,160 | 30,160 | 28,129 | 28,129 | 310,402 CHF | 312,000 CHF | 100.00% | 100.00% |
13/11/2024 | 0.57% | 10.95 CHF | 11.00 CHF | 30,490 | 30,490 | 28,187 | 28,187 | 310,869 CHF | 312,470 CHF | 99.89% | 99.89% |
12/11/2024 | 0.58% | 11.00 CHF | 11.05 CHF | 30,370 | 30,370 | 28,692 | 28,692 | 309,713 CHF | 311,343 CHF | 99.99% | 99.99% |
11/11/2024 | 0.58% | 10.80 CHF | 10.85 CHF | 30,890 | 30,890 | 28,487 | 28,487 | 310,686 CHF | 312,303 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 10.85 CHF | 10.90 CHF | 30,890 | 30,890 | 28,569 | 28,569 | 312,017 CHF | 313,636 CHF | 99.82% | 99.82% |
07/11/2024 | 0.58% | 10.85 CHF | 10.90 CHF | 31,030 | 31,030 | 29,087 | 29,087 | 312,501 CHF | 314,150 CHF | 99.53% | 99.53% |