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 | 0.28% | 11.72 CHF | 11.74 CHF | 36,000 | 36,000 | 15,677 | 15,677 | 190,579 CHF | 191,021 CHF | 98.59% | 98.59% |
19/11/2024 | 0.29% | 11.88 CHF | 11.90 CHF | 36,000 | 36,000 | 15,664 | 15,664 | 186,455 CHF | 186,899 CHF | 99.89% | 99.89% |
18/11/2024 | 0.29% | 11.65 CHF | 11.67 CHF | 36,000 | 36,000 | 16,826 | 16,826 | 187,507 CHF | 187,958 CHF | 89.22% | 89.22% |
15/11/2024 | 0.25% | 10.54 CHF | 10.56 CHF | 39,000 | 39,000 | 17,809 | 17,809 | 182,804 CHF | 183,214 CHF | 99.72% | 99.72% |
14/11/2024 | 0.24% | 10.02 CHF | 10.04 CHF | 40,000 | 40,000 | 17,923 | 17,923 | 188,244 CHF | 188,657 CHF | 96.90% | 96.90% |
13/11/2024 | 0.32% | 11.79 CHF | 11.80 CHF | 36,000 | 36,000 | 16,767 | 16,767 | 195,713 CHF | 196,161 CHF | 89.75% | 89.75% |
12/11/2024 | 0.25% | 11.24 CHF | 11.25 CHF | 37,000 | 37,000 | 18,948 | 18,948 | 224,642 CHF | 225,036 CHF | 67.89% | 67.89% |
11/11/2024 | 0.19% | 11.81 CHF | 11.82 CHF | 36,000 | 36,000 | 17,711 | 17,711 | 202,884 CHF | 203,179 CHF | 82.86% | 82.86% |
08/11/2024 | 0.20% | 9.41 CHF | 9.42 CHF | 42,000 | 42,000 | 19,554 | 19,554 | 178,766 CHF | 179,064 CHF | 99.04% | 99.04% |
07/11/2024 | 0.21% | 8.81 CHF | 8.82 CHF | 44,000 | 44,000 | 20,944 | 20,944 | 178,555 CHF | 178,874 CHF | 98.18% | 98.18% |