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% | 19.34 CHF | 19.36 CHF | 42,000 | 42,000 | 19,038 | 19,038 | 373,634 CHF | 374,016 CHF | 99.78% | 99.78% |
19/11/2024 | 0.11% | 19.63 CHF | 19.65 CHF | 42,000 | 42,000 | 19,153 | 19,153 | 370,032 CHF | 370,416 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 19.74 CHF | 19.76 CHF | 42,000 | 42,000 | 18,987 | 18,987 | 376,477 CHF | 376,858 CHF | 99.78% | 99.78% |
15/11/2024 | 0.10% | 19.96 CHF | 19.98 CHF | 42,000 | 42,000 | 18,039 | 18,039 | 371,394 CHF | 371,758 CHF | 99.43% | 99.43% |
14/11/2024 | 0.09% | 21.37 CHF | 21.39 CHF | 40,000 | 40,000 | 17,556 | 17,556 | 381,237 CHF | 381,589 CHF | 99.93% | 99.93% |
13/11/2024 | 0.10% | 21.31 CHF | 21.33 CHF | 40,000 | 40,000 | 18,657 | 18,657 | 389,665 CHF | 390,039 CHF | 99.93% | 99.93% |
12/11/2024 | 0.10% | 20.22 CHF | 20.24 CHF | 41,000 | 41,000 | 18,818 | 18,818 | 382,596 CHF | 382,973 CHF | 99.97% | 99.97% |
11/11/2024 | 0.10% | 20.30 CHF | 20.32 CHF | 41,000 | 41,000 | 18,782 | 18,782 | 385,340 CHF | 385,717 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 20.51 CHF | 20.53 CHF | 41,000 | 41,000 | 18,820 | 18,820 | 386,606 CHF | 386,983 CHF | 99.96% | 99.96% |
07/11/2024 | 0.10% | 20.79 CHF | 20.81 CHF | 41,000 | 41,000 | 18,771 | 18,771 | 384,169 CHF | 384,546 CHF | 99.33% | 99.33% |