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% | 39.73 CHF | 39.75 CHF | 32,000 | 32,000 | 17,497 | 17,497 | 665,806 CHF | 666,387 CHF | 99.94% | 99.94% |
20/11/2024 | 0.10% | 37.13 CHF | 37.15 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 671,778 CHF | 672,364 CHF | 99.90% | 99.90% |
19/11/2024 | 0.11% | 37.90 CHF | 37.92 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 659,454 CHF | 660,040 CHF | 99.54% | 99.54% |
18/11/2024 | 0.10% | 38.11 CHF | 38.13 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 667,446 CHF | 668,028 CHF | 98.20% | 98.20% |
15/11/2024 | 0.12% | 34.67 CHF | 34.69 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 648,847 CHF | 649,481 CHF | 99.46% | 99.46% |
14/11/2024 | 0.11% | 34.65 CHF | 34.67 CHF | 36,000 | 36,000 | 18,339 | 18,339 | 653,513 CHF | 654,112 CHF | 98.82% | 98.82% |
13/11/2024 | 0.11% | 35.86 CHF | 35.88 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 658,086 CHF | 658,678 CHF | 99.34% | 99.34% |
12/11/2024 | 0.10% | 37.26 CHF | 37.28 CHF | 34,000 | 34,000 | 17,004 | 17,004 | 642,898 CHF | 643,433 CHF | 96.08% | 96.08% |
11/11/2024 | 0.10% | 39.07 CHF | 39.09 CHF | 32,000 | 32,000 | 17,716 | 17,716 | 667,023 CHF | 667,608 CHF | 99.06% | 99.06% |
08/11/2024 | 0.10% | 33.73 CHF | 33.75 CHF | 36,000 | 36,000 | 19,692 | 19,692 | 631,218 CHF | 631,750 CHF | 100.00% | 100.00% |