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% | 38.60 CHF | 38.62 CHF | 32,000 | 32,000 | 17,493 | 17,493 | 645,986 CHF | 646,567 CHF | 99.94% | 99.94% |
20/11/2024 | 0.11% | 36.01 CHF | 36.03 CHF | 34,000 | 34,000 | 17,774 | 17,774 | 651,980 CHF | 652,566 CHF | 99.90% | 99.90% |
19/11/2024 | 0.11% | 36.79 CHF | 36.81 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 639,709 CHF | 640,295 CHF | 99.54% | 99.54% |
18/11/2024 | 0.11% | 36.99 CHF | 37.01 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 647,839 CHF | 648,422 CHF | 98.20% | 98.20% |
15/11/2024 | 0.12% | 33.55 CHF | 33.57 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 627,459 CHF | 628,092 CHF | 99.46% | 99.46% |
14/11/2024 | 0.11% | 33.53 CHF | 33.55 CHF | 36,000 | 36,000 | 18,344 | 18,344 | 633,172 CHF | 633,770 CHF | 98.82% | 98.82% |
13/11/2024 | 0.11% | 34.75 CHF | 34.77 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 638,107 CHF | 638,699 CHF | 99.35% | 99.35% |
12/11/2024 | 0.10% | 36.15 CHF | 36.17 CHF | 34,000 | 34,000 | 17,003 | 17,003 | 624,018 CHF | 624,553 CHF | 96.08% | 96.08% |
11/11/2024 | 0.11% | 37.97 CHF | 37.99 CHF | 32,000 | 32,000 | 17,720 | 17,720 | 647,586 CHF | 648,171 CHF | 99.07% | 99.07% |
08/11/2024 | 0.10% | 32.63 CHF | 32.65 CHF | 36,000 | 36,000 | 19,692 | 19,692 | 609,610 CHF | 610,141 CHF | 100.00% | 100.00% |