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% | 20.40 CHF | 20.42 CHF | 42,000 | 42,000 | 19,038 | 19,038 | 393,824 CHF | 394,207 CHF | 99.79% | 99.79% |
19/11/2024 | 0.10% | 20.69 CHF | 20.71 CHF | 42,000 | 42,000 | 19,151 | 19,151 | 390,206 CHF | 390,590 CHF | 99.99% | 99.99% |
18/11/2024 | 0.10% | 20.79 CHF | 20.81 CHF | 42,000 | 42,000 | 18,985 | 18,985 | 396,565 CHF | 396,945 CHF | 99.77% | 99.77% |
15/11/2024 | 0.09% | 21.02 CHF | 21.04 CHF | 42,000 | 42,000 | 18,040 | 18,040 | 390,576 CHF | 390,940 CHF | 99.43% | 99.43% |
14/11/2024 | 0.09% | 22.43 CHF | 22.45 CHF | 40,000 | 40,000 | 17,556 | 17,556 | 399,889 CHF | 400,241 CHF | 99.93% | 99.93% |
13/11/2024 | 0.09% | 22.36 CHF | 22.38 CHF | 40,000 | 40,000 | 18,657 | 18,657 | 409,326 CHF | 409,700 CHF | 99.93% | 99.93% |
12/11/2024 | 0.10% | 21.28 CHF | 21.30 CHF | 41,000 | 41,000 | 18,815 | 18,815 | 402,349 CHF | 402,726 CHF | 99.96% | 99.96% |
11/11/2024 | 0.09% | 21.35 CHF | 21.37 CHF | 41,000 | 41,000 | 18,774 | 18,774 | 404,924 CHF | 405,300 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 21.55 CHF | 21.57 CHF | 41,000 | 41,000 | 18,824 | 18,824 | 406,288 CHF | 406,665 CHF | 99.98% | 99.98% |
07/11/2024 | 0.10% | 21.83 CHF | 21.85 CHF | 41,000 | 41,000 | 18,770 | 18,770 | 403,739 CHF | 404,115 CHF | 99.33% | 99.33% |