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% | 39.75 CHF | 39.77 CHF | 32,000 | 32,000 | 17,497 | 17,497 | 666,090 CHF | 666,671 CHF | 99.94% | 99.94% |
20/11/2024 | 0.10% | 37.15 CHF | 37.17 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 672,054 CHF | 672,641 CHF | 99.90% | 99.90% |
19/11/2024 | 0.11% | 37.92 CHF | 37.94 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 659,752 CHF | 660,338 CHF | 99.54% | 99.54% |
18/11/2024 | 0.10% | 38.12 CHF | 38.14 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 667,733 CHF | 668,316 CHF | 98.20% | 98.20% |
15/11/2024 | 0.12% | 34.69 CHF | 34.71 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 649,121 CHF | 649,755 CHF | 99.46% | 99.46% |
14/11/2024 | 0.11% | 34.67 CHF | 34.69 CHF | 36,000 | 36,000 | 18,340 | 18,340 | 653,802 CHF | 654,401 CHF | 98.81% | 98.81% |
13/11/2024 | 0.11% | 35.88 CHF | 35.90 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 658,363 CHF | 658,954 CHF | 99.34% | 99.34% |
12/11/2024 | 0.10% | 37.28 CHF | 37.30 CHF | 34,000 | 34,000 | 16,979 | 16,979 | 642,238 CHF | 642,772 CHF | 96.29% | 96.29% |
11/11/2024 | 0.10% | 39.09 CHF | 39.11 CHF | 32,000 | 32,000 | 17,728 | 17,728 | 667,772 CHF | 668,357 CHF | 99.14% | 99.14% |
08/11/2024 | 0.10% | 33.74 CHF | 33.76 CHF | 36,000 | 36,000 | 19,690 | 19,690 | 631,409 CHF | 631,940 CHF | 100.00% | 100.00% |