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 | 0.05% | 18.88 CHF | 18.89 CHF | 153,400 | 153,400 | 153,400 | 153,400 | 2,958,930 CHF | 2,960,470 CHF | 99.85% | 99.85% |
19/11/2024 | 0.05% | 18.87 CHF | 18.88 CHF | 151,100 | 151,100 | 151,100 | 151,100 | 2,837,030 CHF | 2,838,540 CHF | 100.00% | 100.00% |
18/11/2024 | 0.05% | 19.58 CHF | 19.59 CHF | 150,300 | 150,300 | 150,300 | 150,300 | 2,918,990 CHF | 2,920,490 CHF | 99.05% | 99.05% |
15/11/2024 | 0.05% | 19.81 CHF | 19.82 CHF | 145,200 | 145,200 | 145,200 | 145,200 | 2,899,910 CHF | 2,901,360 CHF | 99.58% | 99.58% |
14/11/2024 | 0.05% | 21.06 CHF | 21.07 CHF | 141,700 | 141,700 | 141,700 | 141,700 | 3,017,460 CHF | 3,018,880 CHF | 100.00% | 100.00% |
13/11/2024 | 0.05% | 21.26 CHF | 21.27 CHF | 142,300 | 142,300 | 142,300 | 142,300 | 2,954,540 CHF | 2,955,970 CHF | 99.86% | 99.86% |
12/11/2024 | 0.05% | 21.46 CHF | 21.47 CHF | 136,300 | 136,300 | 136,300 | 136,300 | 2,980,900 CHF | 2,982,270 CHF | 97.08% | 97.08% |
11/11/2024 | 0.05% | 22.05 CHF | 22.06 CHF | 140,700 | 140,700 | 140,700 | 140,700 | 3,052,020 CHF | 3,053,420 CHF | 99.46% | 99.46% |
08/11/2024 | 0.05% | 21.07 CHF | 21.08 CHF | 144,800 | 144,800 | 144,800 | 144,800 | 2,946,200 CHF | 2,947,650 CHF | 100.00% | 100.00% |
07/11/2024 | 0.05% | 20.12 CHF | 20.13 CHF | 144,600 | 144,600 | 144,600 | 144,600 | 2,953,670 CHF | 2,955,110 CHF | 99.68% | 99.68% |