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 | 0.39% | 16.95 CHF | 17.00 CHF | 5,590 | 5,590 | 5,148 | 5,148 | 91,339 CHF | 91,649 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 16.45 CHF | 16.50 CHF | 6,470 | 6,470 | 6,080 | 6,080 | 94,930 CHF | 95,296 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 15.10 CHF | 15.15 CHF | 6,340 | 6,340 | 5,957 | 5,957 | 86,322 CHF | 86,676 CHF | 98.74% | 98.74% |
15/11/2024 | 0.43% | 16.25 CHF | 16.30 CHF | 5,590 | 5,590 | 5,027 | 5,027 | 87,996 CHF | 88,318 CHF | 72.06% | 72.06% |
14/11/2024 | 0.37% | 19.10 CHF | 19.15 CHF | 5,440 | 5,440 | 5,070 | 5,070 | 94,159 CHF | 94,464 CHF | 100.00% | 100.00% |
13/11/2024 | 0.63% | 18.35 CHF | 18.45 CHF | 5,260 | 5,260 | 4,865 | 4,865 | 91,646 CHF | 92,182 CHF | 99.70% | 99.70% |
12/11/2024 | 0.40% | 18.75 CHF | 18.80 CHF | 5,570 | 5,570 | 5,253 | 5,253 | 92,729 CHF | 93,045 CHF | 99.96% | 99.96% |
11/11/2024 | 0.37% | 17.90 CHF | 17.95 CHF | 5,370 | 5,370 | 4,949 | 4,949 | 91,283 CHF | 91,581 CHF | 100.00% | 100.00% |
08/11/2024 | 0.63% | 18.45 CHF | 18.55 CHF | 5,220 | 5,220 | 4,834 | 4,834 | 91,255 CHF | 91,787 CHF | 99.82% | 99.82% |
07/11/2024 | 0.39% | 18.55 CHF | 18.60 CHF | 5,590 | 5,590 | 5,242 | 5,242 | 93,588 CHF | 93,903 CHF | 99.51% | 99.51% |