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 | 0.13% | 17.53 CHF | 17.54 CHF | 32,000 | 32,000 | 17,663 | 17,663 | 315,751 CHF | 316,103 CHF | 99.72% | 99.72% |
19/11/2024 | 0.13% | 17.75 CHF | 17.76 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 309,977 CHF | 310,331 CHF | 99.79% | 99.79% |
18/11/2024 | 0.14% | 17.48 CHF | 17.49 CHF | 32,000 | 32,000 | 17,875 | 17,875 | 309,270 CHF | 309,626 CHF | 99.83% | 99.83% |
15/11/2024 | 0.13% | 17.01 CHF | 17.02 CHF | 33,000 | 33,000 | 17,896 | 17,896 | 312,615 CHF | 312,971 CHF | 98.74% | 98.74% |
14/11/2024 | 0.13% | 17.77 CHF | 17.78 CHF | 32,000 | 32,000 | 17,247 | 17,247 | 314,027 CHF | 314,377 CHF | 98.63% | 98.63% |
13/11/2024 | 0.13% | 18.33 CHF | 18.34 CHF | 32,000 | 32,000 | 17,567 | 17,567 | 325,307 CHF | 325,658 CHF | 99.93% | 99.93% |
12/11/2024 | 0.13% | 18.39 CHF | 18.40 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 322,675 CHF | 323,025 CHF | 99.90% | 99.90% |
11/11/2024 | 0.13% | 18.33 CHF | 18.34 CHF | 32,000 | 32,000 | 17,562 | 17,562 | 319,752 CHF | 320,104 CHF | 99.17% | 99.17% |
08/11/2024 | 0.13% | 18.03 CHF | 18.04 CHF | 32,000 | 32,000 | 17,618 | 17,618 | 320,155 CHF | 320,508 CHF | 98.06% | 98.06% |
07/11/2024 | 0.13% | 18.07 CHF | 18.08 CHF | 32,000 | 32,000 | 17,733 | 17,733 | 317,760 CHF | 318,112 CHF | 98.19% | 98.19% |