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% | 22.47 CHF | 22.48 CHF | 32,000 | 32,000 | 17,672 | 17,672 | 403,205 CHF | 403,557 CHF | 99.77% | 99.77% |
19/11/2024 | 0.10% | 22.67 CHF | 22.68 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 397,415 CHF | 397,769 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 22.42 CHF | 22.43 CHF | 32,000 | 32,000 | 17,886 | 17,886 | 397,910 CHF | 398,265 CHF | 99.90% | 99.90% |
15/11/2024 | 0.10% | 21.96 CHF | 21.97 CHF | 33,000 | 33,000 | 17,758 | 17,758 | 398,154 CHF | 398,507 CHF | 99.72% | 99.72% |
14/11/2024 | 0.10% | 22.71 CHF | 22.72 CHF | 32,000 | 32,000 | 17,190 | 17,190 | 398,163 CHF | 398,513 CHF | 99.87% | 99.87% |
13/11/2024 | 0.10% | 23.26 CHF | 23.27 CHF | 32,000 | 32,000 | 17,578 | 17,578 | 412,015 CHF | 412,366 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 23.30 CHF | 23.31 CHF | 32,000 | 32,000 | 17,502 | 17,502 | 408,665 CHF | 409,015 CHF | 99.90% | 99.90% |
11/11/2024 | 0.10% | 23.23 CHF | 23.24 CHF | 32,000 | 32,000 | 17,563 | 17,563 | 405,811 CHF | 406,163 CHF | 99.17% | 99.17% |
08/11/2024 | 0.10% | 22.90 CHF | 22.91 CHF | 32,000 | 32,000 | 17,630 | 17,630 | 405,990 CHF | 406,341 CHF | 98.72% | 98.72% |
07/11/2024 | 0.10% | 22.93 CHF | 22.94 CHF | 32,000 | 32,000 | 17,669 | 17,669 | 402,586 CHF | 402,939 CHF | 99.53% | 99.53% |