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 | 0.08% | 24.86 CHF | 24.88 CHF | 42,000 | 42,000 | 19,001 | 19,001 | 477,836 CHF | 478,217 CHF | 99.25% | 99.25% |
19/11/2024 | 0.08% | 25.13 CHF | 25.15 CHF | 42,000 | 42,000 | 19,107 | 19,107 | 474,254 CHF | 474,636 CHF | 99.55% | 99.55% |
18/11/2024 | 0.08% | 25.25 CHF | 25.27 CHF | 42,000 | 42,000 | 18,854 | 18,854 | 478,021 CHF | 478,399 CHF | 99.20% | 99.20% |
15/11/2024 | 0.08% | 25.48 CHF | 25.50 CHF | 42,000 | 42,000 | 17,766 | 17,766 | 464,233 CHF | 464,591 CHF | 98.10% | 98.10% |
14/11/2024 | 0.07% | 26.90 CHF | 26.92 CHF | 40,000 | 40,000 | 17,290 | 17,290 | 471,174 CHF | 471,520 CHF | 98.74% | 98.74% |
13/11/2024 | 0.08% | 26.81 CHF | 26.83 CHF | 40,000 | 40,000 | 18,511 | 18,511 | 488,285 CHF | 488,656 CHF | 99.27% | 99.27% |
12/11/2024 | 0.08% | 25.71 CHF | 25.73 CHF | 41,000 | 41,000 | 18,765 | 18,765 | 484,452 CHF | 484,828 CHF | 99.49% | 99.49% |
11/11/2024 | 0.08% | 25.78 CHF | 25.80 CHF | 41,000 | 41,000 | 18,617 | 18,617 | 483,827 CHF | 484,200 CHF | 99.26% | 99.26% |
08/11/2024 | 0.08% | 25.94 CHF | 25.96 CHF | 41,000 | 41,000 | 18,775 | 18,775 | 487,538 CHF | 487,914 CHF | 99.63% | 99.63% |
07/11/2024 | 0.08% | 26.21 CHF | 26.23 CHF | 41,000 | 41,000 | 18,720 | 18,720 | 484,775 CHF | 485,150 CHF | 98.79% | 98.79% |