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% | 18.00 CHF | 18.01 CHF | 32,000 | 32,000 | 17,663 | 17,663 | 324,030 CHF | 324,382 CHF | 99.71% | 99.71% |
19/11/2024 | 0.13% | 18.22 CHF | 18.23 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 318,285 CHF | 318,640 CHF | 99.81% | 99.81% |
18/11/2024 | 0.13% | 17.95 CHF | 17.96 CHF | 32,000 | 32,000 | 17,876 | 17,876 | 317,688 CHF | 318,044 CHF | 99.83% | 99.83% |
15/11/2024 | 0.13% | 17.48 CHF | 17.49 CHF | 33,000 | 33,000 | 17,894 | 17,894 | 320,994 CHF | 321,350 CHF | 98.72% | 98.72% |
14/11/2024 | 0.13% | 18.24 CHF | 18.25 CHF | 32,000 | 32,000 | 17,230 | 17,230 | 321,836 CHF | 322,186 CHF | 98.97% | 98.97% |
13/11/2024 | 0.12% | 18.80 CHF | 18.81 CHF | 32,000 | 32,000 | 17,566 | 17,566 | 333,521 CHF | 333,872 CHF | 99.92% | 99.92% |
12/11/2024 | 0.12% | 18.86 CHF | 18.87 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 330,860 CHF | 331,210 CHF | 99.90% | 99.90% |
11/11/2024 | 0.13% | 18.80 CHF | 18.81 CHF | 32,000 | 32,000 | 17,562 | 17,562 | 327,938 CHF | 328,291 CHF | 99.17% | 99.17% |
08/11/2024 | 0.13% | 18.49 CHF | 18.50 CHF | 32,000 | 32,000 | 17,577 | 17,577 | 327,534 CHF | 327,886 CHF | 98.38% | 98.38% |
07/11/2024 | 0.13% | 18.53 CHF | 18.54 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 326,359 CHF | 326,712 CHF | 97.10% | 97.10% |