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% | 41.10 CHF | 41.12 CHF | 32,000 | 32,000 | 17,493 | 17,493 | 689,504 CHF | 690,085 CHF | 99.94% | 99.94% |
20/11/2024 | 0.10% | 38.48 CHF | 38.50 CHF | 34,000 | 34,000 | 17,774 | 17,774 | 695,833 CHF | 696,419 CHF | 99.90% | 99.90% |
19/11/2024 | 0.10% | 39.25 CHF | 39.27 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 683,467 CHF | 684,053 CHF | 99.54% | 99.54% |
18/11/2024 | 0.10% | 39.46 CHF | 39.48 CHF | 33,000 | 33,000 | 17,572 | 17,572 | 691,282 CHF | 691,865 CHF | 98.20% | 98.20% |
15/11/2024 | 0.11% | 36.03 CHF | 36.05 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 674,784 CHF | 675,418 CHF | 99.46% | 99.46% |
14/11/2024 | 0.10% | 36.00 CHF | 36.02 CHF | 36,000 | 36,000 | 18,345 | 18,345 | 678,594 CHF | 679,192 CHF | 98.82% | 98.82% |
13/11/2024 | 0.10% | 37.21 CHF | 37.23 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 682,324 CHF | 682,915 CHF | 99.34% | 99.34% |
12/11/2024 | 0.10% | 38.61 CHF | 38.63 CHF | 34,000 | 34,000 | 17,007 | 17,007 | 665,879 CHF | 666,414 CHF | 96.05% | 96.05% |
11/11/2024 | 0.10% | 40.42 CHF | 40.44 CHF | 32,000 | 32,000 | 17,719 | 17,719 | 690,926 CHF | 691,511 CHF | 99.06% | 99.06% |
08/11/2024 | 0.09% | 35.06 CHF | 35.08 CHF | 36,000 | 36,000 | 19,692 | 19,692 | 657,417 CHF | 657,948 CHF | 100.00% | 100.00% |