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 | 0.09% | 24.39 CHF | 24.40 CHF | 32,000 | 32,000 | 17,672 | 17,672 | 437,118 CHF | 437,470 CHF | 99.77% | 99.77% |
19/11/2024 | 0.10% | 24.59 CHF | 24.60 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 431,392 CHF | 431,746 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 24.34 CHF | 24.35 CHF | 32,000 | 32,000 | 17,887 | 17,887 | 432,313 CHF | 432,669 CHF | 99.90% | 99.90% |
15/11/2024 | 0.10% | 23.88 CHF | 23.89 CHF | 33,000 | 33,000 | 17,836 | 17,836 | 434,198 CHF | 434,553 CHF | 99.24% | 99.24% |
14/11/2024 | 0.09% | 24.63 CHF | 24.64 CHF | 32,000 | 32,000 | 17,190 | 17,190 | 431,219 CHF | 431,570 CHF | 99.87% | 99.87% |
13/11/2024 | 0.09% | 25.17 CHF | 25.18 CHF | 32,000 | 32,000 | 17,577 | 17,577 | 445,545 CHF | 445,896 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 25.21 CHF | 25.22 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 442,022 CHF | 442,372 CHF | 99.90% | 99.90% |
11/11/2024 | 0.09% | 25.14 CHF | 25.15 CHF | 32,000 | 32,000 | 17,562 | 17,562 | 439,191 CHF | 439,544 CHF | 99.17% | 99.17% |
08/11/2024 | 0.09% | 24.78 CHF | 24.79 CHF | 32,000 | 32,000 | 17,630 | 17,630 | 439,220 CHF | 439,572 CHF | 98.72% | 98.72% |
07/11/2024 | 0.09% | 24.81 CHF | 24.82 CHF | 32,000 | 32,000 | 17,673 | 17,673 | 436,040 CHF | 436,393 CHF | 99.47% | 99.47% |