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% | 23.07 CHF | 23.09 CHF | 42,000 | 42,000 | 19,008 | 19,008 | 443,925 CHF | 444,307 CHF | 99.25% | 99.25% |
19/11/2024 | 0.09% | 23.35 CHF | 23.37 CHF | 42,000 | 42,000 | 19,098 | 19,098 | 439,915 CHF | 440,298 CHF | 99.54% | 99.54% |
18/11/2024 | 0.09% | 23.46 CHF | 23.48 CHF | 42,000 | 42,000 | 18,875 | 18,875 | 444,645 CHF | 445,023 CHF | 99.30% | 99.30% |
15/11/2024 | 0.08% | 23.69 CHF | 23.71 CHF | 42,000 | 42,000 | 17,769 | 17,769 | 432,385 CHF | 432,743 CHF | 98.12% | 98.12% |
14/11/2024 | 0.08% | 25.10 CHF | 25.12 CHF | 40,000 | 40,000 | 17,289 | 17,289 | 440,085 CHF | 440,432 CHF | 98.74% | 98.74% |
13/11/2024 | 0.08% | 25.02 CHF | 25.04 CHF | 40,000 | 40,000 | 18,520 | 18,520 | 455,447 CHF | 455,818 CHF | 99.32% | 99.32% |
12/11/2024 | 0.08% | 23.93 CHF | 23.95 CHF | 41,000 | 41,000 | 18,752 | 18,752 | 450,674 CHF | 451,050 CHF | 99.42% | 99.42% |
11/11/2024 | 0.08% | 24.00 CHF | 24.02 CHF | 41,000 | 41,000 | 18,619 | 18,619 | 450,795 CHF | 451,168 CHF | 99.28% | 99.28% |
08/11/2024 | 0.08% | 24.18 CHF | 24.20 CHF | 41,000 | 41,000 | 18,785 | 18,785 | 454,725 CHF | 455,101 CHF | 99.64% | 99.64% |
07/11/2024 | 0.08% | 24.45 CHF | 24.47 CHF | 41,000 | 41,000 | 18,726 | 18,726 | 451,858 CHF | 452,233 CHF | 98.76% | 98.76% |