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 | 0.06% | 32.19 CHF | 32.20 CHF | 27,000 | 27,000 | 15,068 | 15,068 | 490,219 CHF | 490,462 CHF | 99.88% | 99.88% |
19/11/2024 | 0.06% | 32.10 CHF | 32.11 CHF | 27,000 | 27,000 | 15,001 | 15,001 | 482,798 CHF | 483,039 CHF | 100.00% | 100.00% |
18/11/2024 | 0.06% | 32.58 CHF | 32.59 CHF | 27,000 | 27,000 | 15,015 | 15,015 | 488,548 CHF | 488,790 CHF | 99.20% | 99.20% |
15/11/2024 | 0.05% | 32.60 CHF | 32.61 CHF | 27,000 | 27,000 | 15,009 | 15,009 | 496,506 CHF | 496,750 CHF | 98.02% | 98.02% |
14/11/2024 | 0.05% | 33.37 CHF | 33.38 CHF | 26,000 | 26,000 | 14,649 | 14,649 | 489,734 CHF | 489,970 CHF | 100.00% | 100.00% |
13/11/2024 | 0.05% | 32.86 CHF | 32.87 CHF | 27,000 | 27,000 | 15,048 | 15,048 | 494,216 CHF | 494,458 CHF | 100.00% | 100.00% |
12/11/2024 | 0.06% | 32.72 CHF | 32.73 CHF | 27,000 | 27,000 | 15,067 | 15,067 | 490,430 CHF | 490,672 CHF | 99.85% | 99.85% |
11/11/2024 | 0.05% | 32.45 CHF | 32.46 CHF | 27,000 | 27,000 | 15,050 | 15,050 | 493,861 CHF | 494,103 CHF | 100.00% | 100.00% |
08/11/2024 | 0.05% | 32.73 CHF | 32.74 CHF | 27,000 | 27,000 | 15,077 | 15,077 | 494,385 CHF | 494,627 CHF | 99.13% | 99.13% |
07/11/2024 | 0.06% | 32.83 CHF | 32.84 CHF | 27,000 | 27,000 | 15,038 | 15,038 | 490,053 CHF | 490,295 CHF | 99.59% | 99.59% |