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 | 0.11% | 18.20 CHF | 18.22 CHF | 3,500 | 3,500 | 3,419 | 3,419 | 63,704 CHF | 63,772 CHF | 99.34% | 99.34% |
19/11/2024 | 0.11% | 18.04 CHF | 18.06 CHF | 3,500 | 3,500 | 3,483 | 3,483 | 62,173 CHF | 62,243 CHF | 99.69% | 99.69% |
18/11/2024 | 0.11% | 18.24 CHF | 18.26 CHF | 3,500 | 3,500 | 3,486 | 3,486 | 62,724 CHF | 62,794 CHF | 99.88% | 99.88% |
15/11/2024 | 0.11% | 18.01 CHF | 18.03 CHF | 3,500 | 3,500 | 3,486 | 3,486 | 62,681 CHF | 62,750 CHF | 99.79% | 99.79% |
14/11/2024 | 0.12% | 17.85 CHF | 17.87 CHF | 3,700 | 3,700 | 3,685 | 3,685 | 63,968 CHF | 64,041 CHF | 98.39% | 98.39% |
13/11/2024 | 0.12% | 17.13 CHF | 17.15 CHF | 3,700 | 3,700 | 3,609 | 3,609 | 62,269 CHF | 62,341 CHF | 99.68% | 99.68% |
12/11/2024 | 0.11% | 17.15 CHF | 17.17 CHF | 3,400 | 3,400 | 3,366 | 3,366 | 61,252 CHF | 61,319 CHF | 99.67% | 99.67% |
11/11/2024 | 0.10% | 19.30 CHF | 19.32 CHF | 3,500 | 3,500 | 3,486 | 3,486 | 68,210 CHF | 68,280 CHF | 99.68% | 99.68% |
08/11/2024 | 0.11% | 17.67 CHF | 17.69 CHF | 3,600 | 3,600 | 3,571 | 3,571 | 64,271 CHF | 64,343 CHF | 98.72% | 98.72% |
07/11/2024 | 0.11% | 18.43 CHF | 18.45 CHF | 3,500 | 3,500 | 3,536 | 3,536 | 63,763 CHF | 63,834 CHF | 95.24% | 95.24% |