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% | 31.38 CHF | 31.39 CHF | 27,000 | 27,000 | 15,068 | 15,068 | 478,115 CHF | 478,358 CHF | 99.88% | 99.88% |
19/11/2024 | 0.06% | 31.30 CHF | 31.31 CHF | 27,000 | 27,000 | 15,001 | 15,001 | 470,795 CHF | 471,036 CHF | 100.00% | 100.00% |
18/11/2024 | 0.06% | 31.78 CHF | 31.79 CHF | 27,000 | 27,000 | 15,015 | 15,015 | 476,465 CHF | 476,708 CHF | 99.20% | 99.20% |
15/11/2024 | 0.06% | 31.79 CHF | 31.80 CHF | 27,000 | 27,000 | 15,112 | 15,112 | 487,733 CHF | 487,977 CHF | 98.88% | 98.88% |
14/11/2024 | 0.06% | 32.56 CHF | 32.57 CHF | 26,000 | 26,000 | 14,661 | 14,661 | 478,321 CHF | 478,557 CHF | 99.67% | 99.67% |
13/11/2024 | 0.06% | 32.06 CHF | 32.07 CHF | 27,000 | 27,000 | 15,049 | 15,049 | 482,177 CHF | 482,420 CHF | 100.00% | 100.00% |
12/11/2024 | 0.06% | 31.92 CHF | 31.93 CHF | 27,000 | 27,000 | 15,067 | 15,067 | 478,408 CHF | 478,650 CHF | 99.85% | 99.85% |
11/11/2024 | 0.06% | 31.65 CHF | 31.66 CHF | 27,000 | 27,000 | 15,050 | 15,050 | 481,860 CHF | 482,102 CHF | 100.00% | 100.00% |
08/11/2024 | 0.06% | 31.94 CHF | 31.95 CHF | 27,000 | 27,000 | 15,084 | 15,084 | 482,686 CHF | 482,928 CHF | 99.18% | 99.18% |
07/11/2024 | 0.06% | 32.04 CHF | 32.05 CHF | 27,000 | 27,000 | 15,058 | 15,058 | 478,772 CHF | 479,014 CHF | 99.81% | 99.81% |