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% | 14.60 CHF | 14.65 CHF | 2,820 | 2,820 | 1,872 | 1,872 | 28,059 CHF | 28,224 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 14.95 CHF | 15.00 CHF | 2,810 | 2,810 | 1,897 | 1,897 | 27,707 CHF | 27,875 CHF | 98.95% | 98.95% |
18/11/2024 | 0.64% | 15.00 CHF | 15.05 CHF | 2,800 | 2,800 | 1,870 | 1,870 | 28,246 CHF | 28,411 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 15.20 CHF | 15.25 CHF | 2,790 | 2,790 | 1,813 | 1,813 | 28,996 CHF | 29,162 CHF | 71.80% | 71.80% |
14/11/2024 | 0.56% | 16.65 CHF | 16.70 CHF | 2,680 | 2,680 | 1,775 | 1,775 | 30,235 CHF | 30,392 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 16.60 CHF | 16.65 CHF | 2,680 | 2,680 | 1,826 | 1,826 | 29,411 CHF | 29,572 CHF | 99.96% | 99.96% |
12/11/2024 | 0.62% | 15.55 CHF | 15.60 CHF | 2,770 | 2,770 | 1,851 | 1,851 | 28,909 CHF | 29,073 CHF | 99.96% | 99.96% |
11/11/2024 | 0.60% | 15.65 CHF | 15.70 CHF | 2,770 | 2,770 | 1,845 | 1,845 | 29,268 CHF | 29,431 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 15.85 CHF | 15.90 CHF | 2,770 | 2,770 | 1,856 | 1,856 | 29,512 CHF | 29,676 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 16.15 CHF | 16.20 CHF | 2,760 | 2,760 | 1,872 | 1,872 | 29,362 CHF | 29,528 CHF | 100.00% | 100.00% |