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 | 1.02% | 15.27 CHF | 15.42 CHF | 100 | 100 | 100 | 100 | 1,537 CHF | 1,553 CHF | 100.00% | 100.00% |
19/11/2024 | 1.02% | 15.16 CHF | 15.32 CHF | 100 | 100 | 100 | 100 | 1,512 CHF | 1,527 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 15.38 CHF | 15.53 CHF | 100 | 100 | 100 | 100 | 1,531 CHF | 1,547 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 15.23 CHF | 15.39 CHF | 100 | 100 | 100 | 100 | 1,537 CHF | 1,553 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 15.57 CHF | 15.73 CHF | 100 | 100 | 100 | 100 | 1,568 CHF | 1,583 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 15.85 CHF | 16.01 CHF | 100 | 100 | 100 | 100 | 1,561 CHF | 1,576 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 15.49 CHF | 15.64 CHF | 100 | 100 | 100 | 100 | 1,557 CHF | 1,572 CHF | 100.00% | 100.00% |
11/11/2024 | 1.02% | 15.55 CHF | 15.70 CHF | 100 | 100 | 100 | 100 | 1,539 CHF | 1,555 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 14.95 CHF | 15.10 CHF | 100 | 100 | 100 | 100 | 1,480 CHF | 1,495 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 14.65 CHF | 14.80 CHF | 100 | 100 | 100 | 100 | 1,464 CHF | 1,478 CHF | 100.00% | 100.00% |