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% | 40.18 CHF | 40.20 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 673,476 CHF | 674,057 CHF | 99.94% | 99.94% |
20/11/2024 | 0.10% | 37.57 CHF | 37.59 CHF | 34,000 | 34,000 | 17,774 | 17,774 | 679,694 CHF | 680,280 CHF | 99.90% | 99.90% |
19/11/2024 | 0.10% | 38.34 CHF | 38.36 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 667,371 CHF | 667,957 CHF | 99.54% | 99.54% |
18/11/2024 | 0.10% | 38.55 CHF | 38.57 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 675,270 CHF | 675,853 CHF | 98.20% | 98.20% |
15/11/2024 | 0.11% | 35.12 CHF | 35.14 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 657,389 CHF | 658,022 CHF | 99.46% | 99.46% |
14/11/2024 | 0.11% | 35.10 CHF | 35.12 CHF | 36,000 | 36,000 | 18,344 | 18,344 | 661,886 CHF | 662,485 CHF | 98.87% | 98.87% |
13/11/2024 | 0.10% | 36.30 CHF | 36.32 CHF | 35,000 | 35,000 | 17,989 | 17,989 | 666,092 CHF | 666,684 CHF | 99.34% | 99.34% |
12/11/2024 | 0.10% | 37.70 CHF | 37.72 CHF | 34,000 | 34,000 | 17,004 | 17,004 | 650,455 CHF | 650,990 CHF | 96.09% | 96.09% |
11/11/2024 | 0.10% | 39.51 CHF | 39.53 CHF | 32,000 | 32,000 | 17,719 | 17,719 | 674,939 CHF | 675,525 CHF | 99.06% | 99.06% |
08/11/2024 | 0.10% | 34.17 CHF | 34.19 CHF | 36,000 | 36,000 | 19,692 | 19,692 | 639,823 CHF | 640,354 CHF | 100.00% | 100.00% |