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% | 40.93 CHF | 40.95 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 686,535 CHF | 687,116 CHF | 99.94% | 99.94% |
20/11/2024 | 0.10% | 38.32 CHF | 38.34 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 692,859 CHF | 693,446 CHF | 99.90% | 99.90% |
19/11/2024 | 0.10% | 39.08 CHF | 39.10 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 680,499 CHF | 681,085 CHF | 99.54% | 99.54% |
18/11/2024 | 0.10% | 39.29 CHF | 39.31 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 688,326 CHF | 688,909 CHF | 98.20% | 98.20% |
15/11/2024 | 0.11% | 35.86 CHF | 35.88 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 671,562 CHF | 672,196 CHF | 99.46% | 99.46% |
14/11/2024 | 0.10% | 35.84 CHF | 35.86 CHF | 36,000 | 36,000 | 18,344 | 18,344 | 675,491 CHF | 676,089 CHF | 98.81% | 98.81% |
13/11/2024 | 0.10% | 37.04 CHF | 37.06 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 679,344 CHF | 679,936 CHF | 99.34% | 99.34% |
12/11/2024 | 0.10% | 38.44 CHF | 38.46 CHF | 34,000 | 34,000 | 16,982 | 16,982 | 662,122 CHF | 662,656 CHF | 96.28% | 96.28% |
11/11/2024 | 0.10% | 40.25 CHF | 40.27 CHF | 32,000 | 32,000 | 17,731 | 17,731 | 688,446 CHF | 689,031 CHF | 99.14% | 99.14% |
08/11/2024 | 0.09% | 34.89 CHF | 34.91 CHF | 36,000 | 36,000 | 19,689 | 19,689 | 654,023 CHF | 654,554 CHF | 100.00% | 100.00% |