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 | 0.10% | 21.03 CHF | 21.05 CHF | 42,000 | 42,000 | 19,013 | 19,013 | 405,298 CHF | 405,680 CHF | 99.30% | 99.30% |
19/11/2024 | 0.10% | 21.32 CHF | 21.34 CHF | 42,000 | 42,000 | 19,098 | 19,098 | 401,129 CHF | 401,511 CHF | 99.58% | 99.58% |
18/11/2024 | 0.09% | 21.42 CHF | 21.44 CHF | 42,000 | 42,000 | 18,863 | 18,863 | 405,910 CHF | 406,288 CHF | 99.25% | 99.25% |
15/11/2024 | 0.09% | 21.65 CHF | 21.67 CHF | 42,000 | 42,000 | 17,771 | 17,771 | 396,131 CHF | 396,489 CHF | 98.24% | 98.24% |
14/11/2024 | 0.09% | 23.06 CHF | 23.08 CHF | 40,000 | 40,000 | 17,290 | 17,290 | 404,759 CHF | 405,106 CHF | 98.75% | 98.75% |
13/11/2024 | 0.09% | 22.99 CHF | 23.01 CHF | 40,000 | 40,000 | 18,516 | 18,516 | 417,775 CHF | 418,146 CHF | 99.30% | 99.30% |
12/11/2024 | 0.09% | 21.90 CHF | 21.92 CHF | 41,000 | 41,000 | 18,728 | 18,728 | 412,184 CHF | 412,560 CHF | 99.29% | 99.29% |
11/11/2024 | 0.09% | 21.98 CHF | 22.00 CHF | 41,000 | 41,000 | 18,623 | 18,623 | 413,289 CHF | 413,662 CHF | 99.30% | 99.30% |
08/11/2024 | 0.09% | 22.17 CHF | 22.19 CHF | 41,000 | 41,000 | 18,783 | 18,783 | 417,027 CHF | 417,403 CHF | 99.68% | 99.68% |
07/11/2024 | 0.09% | 22.45 CHF | 22.47 CHF | 41,000 | 41,000 | 18,737 | 18,737 | 414,552 CHF | 414,928 CHF | 98.80% | 98.80% |