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 | 0.09% | 22.03 CHF | 22.05 CHF | 42,000 | 42,000 | 19,018 | 19,018 | 424,349 CHF | 424,731 CHF | 99.29% | 99.29% |
19/11/2024 | 0.09% | 22.31 CHF | 22.33 CHF | 42,000 | 42,000 | 19,100 | 19,100 | 420,140 CHF | 420,523 CHF | 99.59% | 99.59% |
18/11/2024 | 0.09% | 22.42 CHF | 22.44 CHF | 42,000 | 42,000 | 18,874 | 18,874 | 424,979 CHF | 425,357 CHF | 99.30% | 99.30% |
15/11/2024 | 0.09% | 22.65 CHF | 22.67 CHF | 42,000 | 42,000 | 17,782 | 17,782 | 414,148 CHF | 414,507 CHF | 98.12% | 98.12% |
14/11/2024 | 0.08% | 24.06 CHF | 24.08 CHF | 40,000 | 40,000 | 17,293 | 17,293 | 422,148 CHF | 422,495 CHF | 98.76% | 98.76% |
13/11/2024 | 0.09% | 23.98 CHF | 24.00 CHF | 40,000 | 40,000 | 18,516 | 18,516 | 436,184 CHF | 436,555 CHF | 99.31% | 99.31% |
12/11/2024 | 0.09% | 22.90 CHF | 22.92 CHF | 41,000 | 41,000 | 18,728 | 18,728 | 430,741 CHF | 431,117 CHF | 99.29% | 99.29% |
11/11/2024 | 0.09% | 22.97 CHF | 22.99 CHF | 41,000 | 41,000 | 18,628 | 18,628 | 431,798 CHF | 432,171 CHF | 99.34% | 99.34% |
08/11/2024 | 0.09% | 23.15 CHF | 23.17 CHF | 41,000 | 41,000 | 18,790 | 18,790 | 435,613 CHF | 435,989 CHF | 99.64% | 99.64% |
07/11/2024 | 0.09% | 23.43 CHF | 23.45 CHF | 41,000 | 41,000 | 18,719 | 18,719 | 432,554 CHF | 432,929 CHF | 98.78% | 98.78% |