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% | 36.16 CHF | 36.18 CHF | 37,000 | 37,000 | 20,537 | 20,537 | 739,655 CHF | 740,349 CHF | 100.00% | 100.00% |
20/11/2024 | 0.11% | 35.32 CHF | 35.34 CHF | 38,000 | 38,000 | 20,646 | 20,646 | 733,614 CHF | 734,310 CHF | 99.89% | 99.89% |
19/11/2024 | 0.11% | 35.70 CHF | 35.72 CHF | 37,000 | 37,000 | 20,604 | 20,604 | 730,669 CHF | 731,346 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 35.71 CHF | 35.73 CHF | 37,000 | 37,000 | 20,592 | 20,592 | 727,970 CHF | 728,600 CHF | 99.89% | 99.89% |
15/11/2024 | 0.11% | 35.14 CHF | 35.16 CHF | 38,000 | 38,000 | 20,744 | 20,744 | 732,529 CHF | 733,227 CHF | 99.86% | 99.86% |
14/11/2024 | 0.09% | 35.46 CHF | 35.48 CHF | 38,000 | 38,000 | 20,742 | 20,742 | 731,174 CHF | 731,778 CHF | 99.34% | 99.34% |
13/11/2024 | 0.09% | 34.87 CHF | 34.89 CHF | 38,000 | 38,000 | 21,278 | 21,278 | 739,351 CHF | 739,945 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 34.98 CHF | 35.00 CHF | 38,000 | 38,000 | 21,282 | 21,282 | 739,859 CHF | 740,454 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 34.51 CHF | 34.53 CHF | 38,000 | 38,000 | 20,763 | 20,763 | 724,107 CHF | 724,680 CHF | 99.65% | 99.65% |
08/11/2024 | 0.09% | 34.93 CHF | 34.95 CHF | 38,000 | 38,000 | 21,194 | 21,194 | 742,173 CHF | 742,765 CHF | 99.35% | 99.35% |