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 | 0.64% | 1.55 CHF | 1.56 CHF | 12,260 | 12,260 | 12,050 | 12,050 | 18,952 CHF | 19,072 CHF | 99.50% | 99.50% |
19/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 12,310 | 12,310 | 12,211 | 12,211 | 18,700 CHF | 18,823 CHF | 97.77% | 97.77% |
18/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 12,060 | 12,060 | 11,984 | 11,984 | 19,092 CHF | 19,212 CHF | 99.56% | 99.56% |
15/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 12,160 | 12,160 | 12,186 | 12,186 | 19,230 CHF | 19,352 CHF | 70.18% | 70.18% |
14/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 12,230 | 12,230 | 12,209 | 12,209 | 18,816 CHF | 18,938 CHF | 99.51% | 99.51% |
13/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 12,580 | 12,580 | 12,288 | 12,288 | 18,702 CHF | 18,825 CHF | 99.07% | 99.07% |
12/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 12,370 | 12,370 | 12,092 | 12,092 | 18,961 CHF | 19,082 CHF | 99.58% | 99.58% |
11/11/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 12,070 | 12,070 | 12,136 | 12,136 | 18,947 CHF | 19,069 CHF | 99.53% | 99.53% |
08/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 12,580 | 12,580 | 12,379 | 12,379 | 18,626 CHF | 18,750 CHF | 99.08% | 99.08% |
07/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 12,150 | 12,150 | 11,943 | 11,943 | 19,340 CHF | 19,460 CHF | 99.54% | 99.54% |