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% | 19.10 CHF | 19.12 CHF | 42,000 | 42,000 | 19,014 | 19,014 | 368,601 CHF | 368,983 CHF | 99.30% | 99.30% |
19/11/2024 | 0.11% | 19.39 CHF | 19.41 CHF | 42,000 | 42,000 | 19,105 | 19,105 | 364,495 CHF | 364,878 CHF | 99.58% | 99.58% |
18/11/2024 | 0.10% | 19.49 CHF | 19.51 CHF | 42,000 | 42,000 | 18,886 | 18,886 | 369,919 CHF | 370,298 CHF | 99.35% | 99.35% |
15/11/2024 | 0.10% | 19.71 CHF | 19.73 CHF | 42,000 | 42,000 | 17,778 | 17,778 | 361,878 CHF | 362,236 CHF | 98.26% | 98.26% |
14/11/2024 | 0.09% | 21.13 CHF | 21.15 CHF | 40,000 | 40,000 | 17,298 | 17,298 | 371,470 CHF | 371,817 CHF | 98.79% | 98.79% |
13/11/2024 | 0.10% | 21.06 CHF | 21.08 CHF | 40,000 | 40,000 | 18,528 | 18,528 | 382,417 CHF | 382,788 CHF | 99.35% | 99.35% |
12/11/2024 | 0.10% | 19.98 CHF | 20.00 CHF | 41,000 | 41,000 | 18,727 | 18,727 | 376,203 CHF | 376,578 CHF | 99.28% | 99.28% |
11/11/2024 | 0.10% | 20.06 CHF | 20.08 CHF | 41,000 | 41,000 | 18,631 | 18,631 | 377,754 CHF | 378,128 CHF | 99.35% | 99.35% |
08/11/2024 | 0.10% | 20.27 CHF | 20.29 CHF | 41,000 | 41,000 | 18,787 | 18,787 | 381,419 CHF | 381,795 CHF | 99.69% | 99.69% |
07/11/2024 | 0.10% | 20.55 CHF | 20.57 CHF | 41,000 | 41,000 | 18,742 | 18,742 | 379,051 CHF | 379,427 CHF | 98.83% | 98.83% |