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 | 0.12% | 18.46 CHF | 18.47 CHF | 32,000 | 32,000 | 17,664 | 17,664 | 332,307 CHF | 332,659 CHF | 99.72% | 99.72% |
19/11/2024 | 0.13% | 18.68 CHF | 18.69 CHF | 32,000 | 32,000 | 17,752 | 17,752 | 326,488 CHF | 326,842 CHF | 99.79% | 99.79% |
18/11/2024 | 0.13% | 18.42 CHF | 18.43 CHF | 32,000 | 32,000 | 17,879 | 17,879 | 326,078 CHF | 326,434 CHF | 99.85% | 99.85% |
15/11/2024 | 0.13% | 17.95 CHF | 17.96 CHF | 33,000 | 33,000 | 17,889 | 17,889 | 329,293 CHF | 329,649 CHF | 98.82% | 98.82% |
14/11/2024 | 0.12% | 18.71 CHF | 18.72 CHF | 32,000 | 32,000 | 17,246 | 17,246 | 330,233 CHF | 330,583 CHF | 98.63% | 98.63% |
13/11/2024 | 0.12% | 19.27 CHF | 19.28 CHF | 32,000 | 32,000 | 17,567 | 17,567 | 341,693 CHF | 342,044 CHF | 99.93% | 99.93% |
12/11/2024 | 0.12% | 19.32 CHF | 19.33 CHF | 32,000 | 32,000 | 17,502 | 17,502 | 338,979 CHF | 339,329 CHF | 99.90% | 99.90% |
11/11/2024 | 0.12% | 19.26 CHF | 19.27 CHF | 32,000 | 32,000 | 17,563 | 17,563 | 336,081 CHF | 336,433 CHF | 99.17% | 99.17% |
08/11/2024 | 0.12% | 18.95 CHF | 18.96 CHF | 32,000 | 32,000 | 17,576 | 17,576 | 335,602 CHF | 335,953 CHF | 98.39% | 98.39% |
07/11/2024 | 0.12% | 18.99 CHF | 19.00 CHF | 32,000 | 32,000 | 17,711 | 17,711 | 333,725 CHF | 334,078 CHF | 98.30% | 98.30% |