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 | 0.26% | 17.19 CHF | 17.24 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 152,662 CHF | 153,059 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 17.08 CHF | 17.12 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 168,689 CHF | 169,090 CHF | 100.00% | 100.00% |
18/11/2024 | 0.27% | 15.56 CHF | 15.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 156,785 CHF | 157,207 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 16.22 CHF | 16.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 158,041 CHF | 158,432 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 15.24 CHF | 15.28 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 156,165 CHF | 156,612 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 16.26 CHF | 16.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 161,968 CHF | 162,409 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 16.08 CHF | 16.12 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 158,346 CHF | 158,761 CHF | 100.00% | 100.00% |
11/11/2024 | 0.28% | 15.14 CHF | 15.18 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 148,814 CHF | 149,230 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 15.13 CHF | 15.17 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 149,801 CHF | 150,206 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 14.73 CHF | 14.77 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 145,356 CHF | 145,765 CHF | 100.00% | 100.00% |