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 | 0.44% | 15.19 CHF | 15.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 31,029 CHF | 31,165 CHF | 99.53% | 99.53% |
19/11/2024 | 0.42% | 15.68 CHF | 15.74 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 31,459 CHF | 31,592 CHF | 99.58% | 99.58% |
18/11/2024 | 0.44% | 15.25 CHF | 15.32 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 30,738 CHF | 30,874 CHF | 99.49% | 99.49% |
15/11/2024 | 0.43% | 15.51 CHF | 15.58 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 32,241 CHF | 32,381 CHF | 98.86% | 98.86% |
14/11/2024 | 0.40% | 16.48 CHF | 16.54 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 32,206 CHF | 32,334 CHF | 99.52% | 99.52% |
13/11/2024 | 0.39% | 16.46 CHF | 16.53 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 33,487 CHF | 33,619 CHF | 99.52% | 99.52% |
12/11/2024 | 0.40% | 16.71 CHF | 16.78 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 34,541 CHF | 34,681 CHF | 99.59% | 99.59% |
11/11/2024 | 0.37% | 18.02 CHF | 18.09 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 36,371 CHF | 36,507 CHF | 99.48% | 99.48% |
08/11/2024 | 0.39% | 17.35 CHF | 17.42 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 35,371 CHF | 35,511 CHF | 99.49% | 99.49% |
07/11/2024 | 0.40% | 18.06 CHF | 18.13 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 36,865 CHF | 37,013 CHF | 99.58% | 99.58% |