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 | 0.10% | 46.69 CHF | 46.71 CHF | 28,000 | 28,000 | 8,907 | 8,907 | 415,481 CHF | 415,737 CHF | 99.03% | 99.03% |
19/11/2024 | 0.10% | 45.09 CHF | 45.11 CHF | 29,000 | 29,000 | 9,284 | 9,284 | 415,102 CHF | 415,365 CHF | 99.58% | 99.58% |
18/11/2024 | 0.10% | 44.51 CHF | 44.53 CHF | 29,000 | 29,000 | 9,160 | 9,160 | 399,081 CHF | 399,337 CHF | 98.93% | 98.93% |
15/11/2024 | 0.10% | 43.24 CHF | 43.26 CHF | 30,000 | 30,000 | 9,380 | 9,380 | 409,612 CHF | 409,878 CHF | 99.49% | 99.49% |
14/11/2024 | 0.10% | 44.37 CHF | 44.39 CHF | 29,000 | 29,000 | 9,260 | 9,260 | 410,404 CHF | 410,667 CHF | 99.57% | 99.57% |
13/11/2024 | 0.10% | 43.73 CHF | 43.75 CHF | 29,000 | 29,000 | 9,423 | 9,423 | 409,069 CHF | 409,333 CHF | 99.83% | 99.83% |
12/11/2024 | 0.09% | 42.40 CHF | 42.42 CHF | 30,000 | 30,000 | 9,518 | 9,518 | 403,394 CHF | 403,646 CHF | 99.73% | 99.73% |
11/11/2024 | 0.09% | 41.92 CHF | 41.94 CHF | 30,000 | 30,000 | 9,507 | 9,507 | 396,059 CHF | 396,312 CHF | 99.67% | 99.67% |
08/11/2024 | 0.09% | 40.86 CHF | 40.88 CHF | 32,000 | 32,000 | 10,688 | 10,688 | 438,651 CHF | 438,945 CHF | 99.97% | 99.97% |
07/11/2024 | 0.10% | 40.70 CHF | 40.72 CHF | 32,000 | 32,000 | 10,723 | 10,723 | 432,870 CHF | 433,165 CHF | 99.80% | 99.80% |