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 | 0.11% | 36.31 CHF | 36.33 CHF | 37,000 | 37,000 | 20,539 | 20,539 | 742,708 CHF | 743,402 CHF | 100.00% | 100.00% |
20/11/2024 | 0.11% | 35.47 CHF | 35.49 CHF | 38,000 | 38,000 | 20,646 | 20,646 | 736,538 CHF | 737,234 CHF | 99.89% | 99.89% |
19/11/2024 | 0.11% | 35.84 CHF | 35.86 CHF | 37,000 | 37,000 | 20,604 | 20,604 | 733,577 CHF | 734,253 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 35.85 CHF | 35.87 CHF | 37,000 | 37,000 | 20,592 | 20,592 | 730,928 CHF | 731,558 CHF | 99.89% | 99.89% |
15/11/2024 | 0.11% | 35.28 CHF | 35.30 CHF | 38,000 | 38,000 | 20,744 | 20,744 | 735,522 CHF | 736,220 CHF | 99.86% | 99.86% |
14/11/2024 | 0.09% | 35.60 CHF | 35.62 CHF | 38,000 | 38,000 | 20,743 | 20,743 | 734,161 CHF | 734,766 CHF | 99.34% | 99.34% |
13/11/2024 | 0.09% | 35.01 CHF | 35.03 CHF | 38,000 | 38,000 | 21,279 | 21,279 | 742,366 CHF | 742,961 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 35.13 CHF | 35.15 CHF | 38,000 | 38,000 | 21,282 | 21,282 | 742,891 CHF | 743,485 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 34.66 CHF | 34.68 CHF | 38,000 | 38,000 | 20,763 | 20,763 | 727,034 CHF | 727,608 CHF | 99.65% | 99.65% |
08/11/2024 | 0.09% | 35.07 CHF | 35.09 CHF | 38,000 | 38,000 | 21,191 | 21,191 | 745,009 CHF | 745,602 CHF | 99.34% | 99.34% |