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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.04% | 47.72 CHF | 47.73 CHF | 30,000 | 30,000 | 11,217 | 11,217 | 538,482 CHF | 538,649 CHF | 96.41% | 96.41% |
19/11/2024 | 0.04% | 47.05 CHF | 47.06 CHF | 30,000 | 30,000 | 11,615 | 11,615 | 540,492 CHF | 540,649 CHF | 94.19% | 94.19% |
18/11/2024 | 0.03% | 46.03 CHF | 46.04 CHF | 30,000 | 30,000 | 11,510 | 11,510 | 525,591 CHF | 525,735 CHF | 92.20% | 92.20% |
15/11/2024 | 0.04% | 47.02 CHF | 47.03 CHF | 30,000 | 30,000 | 11,245 | 11,245 | 535,678 CHF | 535,846 CHF | 96.30% | 96.30% |
14/11/2024 | 0.04% | 49.01 CHF | 49.02 CHF | 28,000 | 28,000 | 10,948 | 10,948 | 533,510 CHF | 533,675 CHF | 96.26% | 96.26% |
13/11/2024 | 0.04% | 48.34 CHF | 48.35 CHF | 30,000 | 30,000 | 10,947 | 10,947 | 531,686 CHF | 531,850 CHF | 95.66% | 95.66% |
12/11/2024 | 0.04% | 48.50 CHF | 48.51 CHF | 28,000 | 28,000 | 10,922 | 10,922 | 525,024 CHF | 525,186 CHF | 97.04% | 97.04% |
11/11/2024 | 0.04% | 47.76 CHF | 47.77 CHF | 30,000 | 30,000 | 11,113 | 11,113 | 533,027 CHF | 533,193 CHF | 96.09% | 96.09% |
08/11/2024 | 0.04% | 47.92 CHF | 47.93 CHF | 30,000 | 30,000 | 11,177 | 11,177 | 537,655 CHF | 537,820 CHF | 95.61% | 95.61% |
07/11/2024 | 0.04% | 47.85 CHF | 47.86 CHF | 30,000 | 30,000 | 11,587 | 11,587 | 552,218 CHF | 552,388 CHF | 98.14% | 98.14% |