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 | 0.06% | 31.73 CHF | 31.75 CHF | 42,000 | 42,000 | 19,035 | 19,035 | 609,254 CHF | 609,636 CHF | 99.78% | 99.78% |
19/11/2024 | 0.06% | 31.96 CHF | 31.98 CHF | 42,000 | 42,000 | 19,154 | 19,154 | 606,376 CHF | 606,760 CHF | 100.00% | 100.00% |
18/11/2024 | 0.06% | 32.12 CHF | 32.14 CHF | 42,000 | 42,000 | 18,989 | 18,989 | 611,866 CHF | 612,247 CHF | 99.79% | 99.79% |
15/11/2024 | 0.06% | 32.36 CHF | 32.38 CHF | 42,000 | 42,000 | 18,027 | 18,027 | 594,847 CHF | 595,210 CHF | 99.38% | 99.38% |
14/11/2024 | 0.06% | 33.77 CHF | 33.79 CHF | 40,000 | 40,000 | 17,555 | 17,555 | 599,088 CHF | 599,440 CHF | 99.92% | 99.92% |
13/11/2024 | 0.06% | 33.65 CHF | 33.67 CHF | 40,000 | 40,000 | 18,655 | 18,655 | 619,604 CHF | 619,978 CHF | 99.93% | 99.93% |
12/11/2024 | 0.06% | 32.54 CHF | 32.56 CHF | 41,000 | 41,000 | 18,815 | 18,815 | 614,112 CHF | 614,489 CHF | 99.95% | 99.95% |
11/11/2024 | 0.06% | 32.59 CHF | 32.61 CHF | 41,000 | 41,000 | 18,773 | 18,773 | 615,667 CHF | 616,043 CHF | 100.00% | 100.00% |
08/11/2024 | 0.06% | 32.70 CHF | 32.72 CHF | 41,000 | 41,000 | 18,820 | 18,820 | 615,670 CHF | 616,047 CHF | 99.96% | 99.96% |
07/11/2024 | 0.06% | 32.96 CHF | 32.98 CHF | 41,000 | 41,000 | 18,775 | 18,775 | 613,040 CHF | 613,416 CHF | 99.31% | 99.31% |