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 | 1.57% | 13.87 CHF | 14.09 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 14,059 CHF | 14,282 CHF | 100.00% | 100.00% |
19/11/2024 | 1.47% | 14.40 CHF | 14.61 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 14,623 CHF | 14,839 CHF | 100.00% | 100.00% |
18/11/2024 | 1.52% | 14.20 CHF | 14.42 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 14,353 CHF | 14,573 CHF | 100.00% | 100.00% |
15/11/2024 | 1.45% | 13.96 CHF | 14.16 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 13,240 CHF | 13,433 CHF | 100.00% | 100.00% |
14/11/2024 | 1.08% | 13.10 CHF | 13.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 13,259 CHF | 13,403 CHF | 100.00% | 100.00% |
13/11/2024 | 1.11% | 12.51 CHF | 12.64 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 12,266 CHF | 12,404 CHF | 100.00% | 100.00% |
12/11/2024 | 1.09% | 11.76 CHF | 11.89 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,600 CHF | 11,728 CHF | 100.00% | 100.00% |
11/11/2024 | 1.13% | 11.07 CHF | 11.20 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,787 CHF | 10,909 CHF | 100.00% | 100.00% |
08/11/2024 | 1.03% | 10.92 CHF | 11.03 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,505 CHF | 10,614 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 9.85 CHF | 9.93 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 18,827 CHF | 18,985 CHF | 100.00% | 100.00% |