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% | 37.86 CHF | 37.88 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 633,036 CHF | 633,616 CHF | 99.94% | 99.94% |
20/11/2024 | 0.11% | 35.28 CHF | 35.30 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 638,936 CHF | 639,523 CHF | 99.90% | 99.90% |
19/11/2024 | 0.11% | 36.06 CHF | 36.08 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 626,706 CHF | 627,292 CHF | 99.54% | 99.54% |
18/11/2024 | 0.11% | 36.26 CHF | 36.28 CHF | 33,000 | 33,000 | 17,572 | 17,572 | 634,984 CHF | 635,567 CHF | 98.20% | 98.20% |
15/11/2024 | 0.12% | 32.82 CHF | 32.84 CHF | 36,000 | 36,000 | 19,134 | 19,134 | 613,329 CHF | 613,962 CHF | 99.46% | 99.46% |
14/11/2024 | 0.11% | 32.80 CHF | 32.82 CHF | 36,000 | 36,000 | 18,345 | 18,345 | 619,708 CHF | 620,307 CHF | 98.81% | 98.81% |
13/11/2024 | 0.11% | 34.01 CHF | 34.03 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 624,972 CHF | 625,563 CHF | 99.34% | 99.34% |
12/11/2024 | 0.11% | 35.42 CHF | 35.44 CHF | 34,000 | 34,000 | 16,981 | 16,981 | 610,833 CHF | 611,368 CHF | 96.28% | 96.28% |
11/11/2024 | 0.11% | 37.24 CHF | 37.26 CHF | 32,000 | 32,000 | 17,732 | 17,732 | 635,120 CHF | 635,705 CHF | 99.13% | 99.13% |
08/11/2024 | 0.10% | 31.91 CHF | 31.93 CHF | 36,000 | 36,000 | 19,691 | 19,691 | 595,346 CHF | 595,877 CHF | 100.00% | 100.00% |