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% | 18.32 CHF | 18.33 CHF | 32,000 | 32,000 | 17,672 | 17,672 | 329,957 CHF | 330,310 CHF | 99.77% | 99.77% |
19/11/2024 | 0.13% | 18.54 CHF | 18.55 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 324,037 CHF | 324,391 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 18.28 CHF | 18.29 CHF | 32,000 | 32,000 | 17,887 | 17,887 | 323,694 CHF | 324,050 CHF | 99.90% | 99.90% |
15/11/2024 | 0.13% | 17.81 CHF | 17.82 CHF | 33,000 | 33,000 | 17,758 | 17,758 | 324,371 CHF | 324,724 CHF | 99.72% | 99.72% |
14/11/2024 | 0.12% | 18.56 CHF | 18.57 CHF | 32,000 | 32,000 | 17,187 | 17,187 | 326,681 CHF | 327,031 CHF | 99.87% | 99.87% |
13/11/2024 | 0.12% | 19.13 CHF | 19.14 CHF | 32,000 | 32,000 | 17,577 | 17,577 | 339,424 CHF | 339,776 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 19.18 CHF | 19.19 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 336,500 CHF | 336,851 CHF | 99.90% | 99.90% |
11/11/2024 | 0.12% | 19.12 CHF | 19.13 CHF | 32,000 | 32,000 | 17,563 | 17,563 | 333,606 CHF | 333,959 CHF | 99.17% | 99.17% |
08/11/2024 | 0.12% | 18.81 CHF | 18.82 CHF | 32,000 | 32,000 | 17,630 | 17,630 | 334,142 CHF | 334,494 CHF | 98.72% | 98.72% |
07/11/2024 | 0.12% | 18.85 CHF | 18.86 CHF | 32,000 | 32,000 | 17,673 | 17,673 | 330,528 CHF | 330,881 CHF | 99.47% | 99.47% |