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 | 0.73% | 12.65 CHF | 12.70 CHF | 2,820 | 2,820 | 1,872 | 1,872 | 24,369 CHF | 24,534 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 13.00 CHF | 13.05 CHF | 2,810 | 2,810 | 1,897 | 1,897 | 23,980 CHF | 24,148 CHF | 98.95% | 98.95% |
18/11/2024 | 0.73% | 13.05 CHF | 13.10 CHF | 2,800 | 2,800 | 1,871 | 1,871 | 24,553 CHF | 24,718 CHF | 100.00% | 100.00% |
15/11/2024 | 0.69% | 13.25 CHF | 13.30 CHF | 2,780 | 2,780 | 1,814 | 1,814 | 25,427 CHF | 25,592 CHF | 71.62% | 71.62% |
14/11/2024 | 0.64% | 14.65 CHF | 14.70 CHF | 2,690 | 2,690 | 1,776 | 1,776 | 26,734 CHF | 26,890 CHF | 100.00% | 100.00% |
13/11/2024 | 0.68% | 14.65 CHF | 14.70 CHF | 2,680 | 2,680 | 1,826 | 1,826 | 25,828 CHF | 25,990 CHF | 99.94% | 99.94% |
12/11/2024 | 0.70% | 13.55 CHF | 13.60 CHF | 2,770 | 2,770 | 1,851 | 1,851 | 25,284 CHF | 25,448 CHF | 99.97% | 99.97% |
11/11/2024 | 0.69% | 13.65 CHF | 13.70 CHF | 2,770 | 2,770 | 1,845 | 1,845 | 25,660 CHF | 25,823 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 13.90 CHF | 13.95 CHF | 2,770 | 2,770 | 1,856 | 1,856 | 25,913 CHF | 26,078 CHF | 100.00% | 100.00% |
07/11/2024 | 0.71% | 14.20 CHF | 14.25 CHF | 2,760 | 2,760 | 1,872 | 1,872 | 25,729 CHF | 25,896 CHF | 100.00% | 100.00% |