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 | 0.17% | 29.55 CHF | 29.60 CHF | 52,500 | 52,500 | 54,088 | 54,088 | 1,577,740 CHF | 1,580,440 CHF | 100.00% | 100.00% |
20/11/2024 | 0.19% | 26.90 CHF | 26.95 CHF | 55,700 | 55,700 | 56,671 | 56,672 | 1,489,170 CHF | 1,492,010 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 25.95 CHF | 26.00 CHF | 56,800 | 56,800 | 57,679 | 57,679 | 1,510,150 CHF | 1,513,040 CHF | 98.78% | 98.78% |
18/11/2024 | 0.07% | 25.60 CHF | 25.65 CHF | 57,800 | 57,800 | 59,831 | 59,831 | 1,498,830 CHF | 1,499,880 CHF | 100.00% | 100.00% |
15/11/2024 | 0.04% | 24.22 CHF | 24.23 CHF | 60,100 | 60,100 | 60,368 | 60,368 | 1,452,830 CHF | 1,453,440 CHF | 98.65% | 98.65% |
14/11/2024 | 0.04% | 24.18 CHF | 24.19 CHF | 60,400 | 60,400 | 58,368 | 58,368 | 1,376,510 CHF | 1,377,090 CHF | 99.79% | 99.79% |
13/11/2024 | 0.16% | 25.25 CHF | 25.26 CHF | 58,100 | 58,100 | 57,656 | 57,656 | 1,467,250 CHF | 1,469,610 CHF | 100.00% | 100.00% |
12/11/2024 | 0.08% | 25.12 CHF | 25.13 CHF | 57,600 | 57,600 | 56,542 | 56,542 | 1,423,970 CHF | 1,425,070 CHF | 100.00% | 100.00% |
11/11/2024 | 0.18% | 25.65 CHF | 25.70 CHF | 56,400 | 56,400 | 52,509 | 52,509 | 1,426,760 CHF | 1,429,380 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 28.55 CHF | 28.60 CHF | 52,000 | 52,000 | 51,912 | 51,912 | 1,487,810 CHF | 1,490,410 CHF | 100.00% | 100.00% |