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 | 0.99% | 15.71 CHF | 15.86 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 79,237 CHF | 80,024 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 15.66 CHF | 15.82 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 77,912 CHF | 78,686 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 15.84 CHF | 16.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 78,938 CHF | 79,718 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 15.69 CHF | 15.85 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 79,246 CHF | 80,032 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 16.04 CHF | 16.21 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 80,800 CHF | 81,610 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 16.32 CHF | 16.48 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 80,400 CHF | 81,213 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 15.95 CHF | 16.12 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 80,182 CHF | 81,005 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 16.02 CHF | 16.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 79,313 CHF | 80,111 CHF | 100.00% | 100.00% |
08/11/2024 | 1.01% | 15.43 CHF | 15.59 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 76,263 CHF | 77,035 CHF | 100.00% | 100.00% |
07/11/2024 | 1.02% | 15.11 CHF | 15.26 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 75,415 CHF | 76,192 CHF | 100.00% | 100.00% |