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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.10% | 41.83 CHF | 41.85 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 702,527 CHF | 703,108 CHF | 99.94% | 99.94% |
20/11/2024 | 0.10% | 39.23 CHF | 39.25 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 708,972 CHF | 709,558 CHF | 99.90% | 99.90% |
19/11/2024 | 0.10% | 39.98 CHF | 40.00 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 696,673 CHF | 697,259 CHF | 99.54% | 99.54% |
18/11/2024 | 0.10% | 40.20 CHF | 40.22 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 704,267 CHF | 704,850 CHF | 98.20% | 98.20% |
15/11/2024 | 0.11% | 36.79 CHF | 36.81 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 689,552 CHF | 690,186 CHF | 99.46% | 99.46% |
14/11/2024 | 0.10% | 36.77 CHF | 36.79 CHF | 36,000 | 36,000 | 18,330 | 18,330 | 691,946 CHF | 692,544 CHF | 98.72% | 98.72% |
13/11/2024 | 0.10% | 37.96 CHF | 37.98 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 695,768 CHF | 696,359 CHF | 99.34% | 99.34% |
12/11/2024 | 0.09% | 39.35 CHF | 39.37 CHF | 34,000 | 34,000 | 17,297 | 17,297 | 689,982 CHF | 690,520 CHF | 92.86% | 92.86% |
11/11/2024 | 0.10% | 41.14 CHF | 41.16 CHF | 32,000 | 32,000 | 17,723 | 17,723 | 704,073 CHF | 704,658 CHF | 99.28% | 99.28% |
08/11/2024 | 0.09% | 35.82 CHF | 35.84 CHF | 36,000 | 36,000 | 19,435 | 19,435 | 663,152 CHF | 663,680 CHF | 98.55% | 98.55% |