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% | 20.05 CHF | 20.07 CHF | 42,000 | 42,000 | 19,011 | 19,011 | 386,628 CHF | 387,009 CHF | 99.30% | 99.30% |
19/11/2024 | 0.10% | 20.34 CHF | 20.36 CHF | 42,000 | 42,000 | 19,105 | 19,105 | 382,624 CHF | 383,006 CHF | 99.56% | 99.56% |
18/11/2024 | 0.10% | 20.45 CHF | 20.47 CHF | 42,000 | 42,000 | 18,864 | 18,864 | 387,436 CHF | 387,814 CHF | 99.25% | 99.25% |
15/11/2024 | 0.10% | 20.67 CHF | 20.69 CHF | 42,000 | 42,000 | 17,786 | 17,786 | 378,997 CHF | 379,356 CHF | 98.27% | 98.27% |
14/11/2024 | 0.09% | 22.08 CHF | 22.10 CHF | 40,000 | 40,000 | 17,298 | 17,298 | 387,980 CHF | 388,327 CHF | 98.79% | 98.79% |
13/11/2024 | 0.09% | 22.01 CHF | 22.03 CHF | 40,000 | 40,000 | 18,517 | 18,517 | 399,744 CHF | 400,115 CHF | 99.30% | 99.30% |
12/11/2024 | 0.10% | 20.93 CHF | 20.95 CHF | 41,000 | 41,000 | 18,765 | 18,765 | 394,703 CHF | 395,079 CHF | 99.48% | 99.48% |
11/11/2024 | 0.10% | 21.00 CHF | 21.02 CHF | 41,000 | 41,000 | 18,647 | 18,647 | 395,670 CHF | 396,043 CHF | 99.42% | 99.42% |
08/11/2024 | 0.10% | 21.21 CHF | 21.23 CHF | 41,000 | 41,000 | 18,781 | 18,781 | 398,881 CHF | 399,258 CHF | 99.65% | 99.65% |
07/11/2024 | 0.10% | 21.48 CHF | 21.50 CHF | 41,000 | 41,000 | 18,728 | 18,728 | 396,293 CHF | 396,668 CHF | 98.90% | 98.90% |