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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.09% | 51.35 CHF | 51.38 CHF | 27,000 | 27,000 | 15,044 | 15,044 | 769,441 CHF | 770,067 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 50.16 CHF | 50.19 CHF | 27,000 | 27,000 | 15,020 | 15,020 | 757,968 CHF | 758,594 CHF | 99.89% | 99.89% |
19/11/2024 | 0.09% | 50.69 CHF | 50.72 CHF | 27,000 | 27,000 | 15,051 | 15,051 | 758,007 CHF | 758,633 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 50.71 CHF | 50.74 CHF | 27,000 | 27,000 | 15,031 | 15,031 | 754,673 CHF | 755,298 CHF | 99.90% | 99.90% |
15/11/2024 | 0.09% | 49.90 CHF | 49.93 CHF | 27,000 | 27,000 | 15,044 | 15,044 | 754,583 CHF | 755,209 CHF | 99.86% | 99.86% |
14/11/2024 | 0.09% | 50.36 CHF | 50.39 CHF | 27,000 | 27,000 | 15,064 | 15,064 | 754,167 CHF | 754,794 CHF | 99.34% | 99.34% |
13/11/2024 | 0.09% | 49.52 CHF | 49.55 CHF | 28,000 | 28,000 | 15,264 | 15,264 | 753,309 CHF | 753,941 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 49.69 CHF | 49.72 CHF | 28,000 | 28,000 | 15,270 | 15,270 | 754,050 CHF | 754,682 CHF | 99.81% | 99.81% |
11/11/2024 | 0.09% | 49.03 CHF | 49.06 CHF | 28,000 | 28,000 | 15,265 | 15,265 | 756,036 CHF | 756,668 CHF | 99.62% | 99.62% |
08/11/2024 | 0.09% | 49.60 CHF | 49.63 CHF | 28,000 | 28,000 | 15,072 | 15,072 | 749,446 CHF | 750,074 CHF | 98.66% | 98.66% |