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 | 0.11% | 39.05 CHF | 39.07 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 653,838 CHF | 654,419 CHF | 99.94% | 99.94% |
20/11/2024 | 0.10% | 36.46 CHF | 36.48 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 659,919 CHF | 660,505 CHF | 99.90% | 99.90% |
19/11/2024 | 0.11% | 37.23 CHF | 37.25 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 647,614 CHF | 648,200 CHF | 99.54% | 99.54% |
18/11/2024 | 0.10% | 37.44 CHF | 37.46 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 655,717 CHF | 656,300 CHF | 98.20% | 98.20% |
15/11/2024 | 0.12% | 34.00 CHF | 34.02 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 636,010 CHF | 636,644 CHF | 99.46% | 99.46% |
14/11/2024 | 0.11% | 33.98 CHF | 34.00 CHF | 36,000 | 36,000 | 18,345 | 18,345 | 641,399 CHF | 641,998 CHF | 98.82% | 98.82% |
13/11/2024 | 0.11% | 35.19 CHF | 35.21 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 646,108 CHF | 646,700 CHF | 99.34% | 99.34% |
12/11/2024 | 0.10% | 36.60 CHF | 36.62 CHF | 34,000 | 34,000 | 17,007 | 17,007 | 631,738 CHF | 632,273 CHF | 96.04% | 96.04% |
11/11/2024 | 0.11% | 38.41 CHF | 38.43 CHF | 32,000 | 32,000 | 17,718 | 17,718 | 655,328 CHF | 655,914 CHF | 99.05% | 99.05% |
08/11/2024 | 0.10% | 33.07 CHF | 33.09 CHF | 36,000 | 36,000 | 19,692 | 19,692 | 618,242 CHF | 618,773 CHF | 100.00% | 100.00% |