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 | 0.07% | 28.12 CHF | 28.14 CHF | 42,000 | 42,000 | 19,008 | 19,008 | 539,839 CHF | 540,220 CHF | 99.28% | 99.28% |
19/11/2024 | 0.07% | 28.37 CHF | 28.39 CHF | 42,000 | 42,000 | 19,108 | 19,108 | 536,257 CHF | 536,640 CHF | 99.51% | 99.51% |
18/11/2024 | 0.07% | 28.51 CHF | 28.53 CHF | 42,000 | 42,000 | 18,847 | 18,847 | 539,237 CHF | 539,614 CHF | 99.18% | 99.18% |
15/11/2024 | 0.07% | 28.75 CHF | 28.77 CHF | 42,000 | 42,000 | 17,750 | 17,750 | 521,722 CHF | 522,080 CHF | 98.06% | 98.06% |
14/11/2024 | 0.07% | 30.16 CHF | 30.18 CHF | 40,000 | 40,000 | 17,279 | 17,279 | 527,226 CHF | 527,573 CHF | 98.69% | 98.69% |
13/11/2024 | 0.07% | 30.05 CHF | 30.07 CHF | 40,000 | 40,000 | 18,518 | 18,518 | 548,475 CHF | 548,846 CHF | 99.32% | 99.32% |
12/11/2024 | 0.07% | 28.95 CHF | 28.97 CHF | 41,000 | 41,000 | 18,732 | 18,732 | 544,178 CHF | 544,554 CHF | 99.31% | 99.31% |
11/11/2024 | 0.07% | 29.00 CHF | 29.02 CHF | 41,000 | 41,000 | 18,627 | 18,627 | 544,200 CHF | 544,573 CHF | 99.29% | 99.29% |
08/11/2024 | 0.07% | 29.14 CHF | 29.16 CHF | 41,000 | 41,000 | 18,782 | 18,782 | 547,776 CHF | 548,152 CHF | 99.62% | 99.62% |
07/11/2024 | 0.07% | 29.41 CHF | 29.43 CHF | 41,000 | 41,000 | 18,729 | 18,729 | 544,981 CHF | 545,356 CHF | 98.76% | 98.76% |