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 | 0.11% | 20.08 CHF | 20.09 CHF | 32,000 | 32,000 | 17,672 | 17,672 | 360,931 CHF | 361,283 CHF | 99.77% | 99.77% |
19/11/2024 | 0.12% | 20.29 CHF | 20.30 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 355,081 CHF | 355,435 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 20.03 CHF | 20.04 CHF | 32,000 | 32,000 | 17,887 | 17,887 | 355,126 CHF | 355,482 CHF | 99.90% | 99.90% |
15/11/2024 | 0.12% | 19.56 CHF | 19.57 CHF | 33,000 | 33,000 | 17,756 | 17,756 | 355,557 CHF | 355,910 CHF | 99.61% | 99.61% |
14/11/2024 | 0.11% | 20.32 CHF | 20.33 CHF | 32,000 | 32,000 | 17,187 | 17,187 | 356,861 CHF | 357,211 CHF | 99.87% | 99.87% |
13/11/2024 | 0.11% | 20.87 CHF | 20.88 CHF | 32,000 | 32,000 | 17,576 | 17,576 | 370,062 CHF | 370,413 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 20.92 CHF | 20.93 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 366,974 CHF | 367,325 CHF | 99.90% | 99.90% |
11/11/2024 | 0.11% | 20.86 CHF | 20.87 CHF | 32,000 | 32,000 | 17,562 | 17,562 | 364,111 CHF | 364,463 CHF | 99.17% | 99.17% |
08/11/2024 | 0.11% | 20.54 CHF | 20.55 CHF | 32,000 | 32,000 | 17,599 | 17,599 | 363,877 CHF | 364,228 CHF | 98.51% | 98.51% |
07/11/2024 | 0.11% | 20.57 CHF | 20.58 CHF | 32,000 | 32,000 | 17,661 | 17,661 | 360,779 CHF | 361,132 CHF | 99.35% | 99.35% |