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% | 36.56 CHF | 36.58 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 610,264 CHF | 610,845 CHF | 99.94% | 99.94% |
20/11/2024 | 0.11% | 33.99 CHF | 34.01 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 615,977 CHF | 616,563 CHF | 99.90% | 99.90% |
19/11/2024 | 0.11% | 34.77 CHF | 34.79 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 603,788 CHF | 604,374 CHF | 99.54% | 99.54% |
18/11/2024 | 0.11% | 34.97 CHF | 34.99 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 612,234 CHF | 612,816 CHF | 98.20% | 98.20% |
15/11/2024 | 0.13% | 31.52 CHF | 31.54 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 588,591 CHF | 589,225 CHF | 99.46% | 99.46% |
14/11/2024 | 0.12% | 31.50 CHF | 31.52 CHF | 36,000 | 36,000 | 18,343 | 18,343 | 595,878 CHF | 596,477 CHF | 98.87% | 98.87% |
13/11/2024 | 0.12% | 32.73 CHF | 32.75 CHF | 35,000 | 35,000 | 17,989 | 17,989 | 601,857 CHF | 602,449 CHF | 99.34% | 99.34% |
12/11/2024 | 0.11% | 34.14 CHF | 34.16 CHF | 34,000 | 34,000 | 17,002 | 17,002 | 589,766 CHF | 590,301 CHF | 96.10% | 96.10% |
11/11/2024 | 0.11% | 35.96 CHF | 35.98 CHF | 32,000 | 32,000 | 17,717 | 17,717 | 611,891 CHF | 612,476 CHF | 99.05% | 99.05% |
08/11/2024 | 0.11% | 30.64 CHF | 30.66 CHF | 36,000 | 36,000 | 19,692 | 19,692 | 570,409 CHF | 570,940 CHF | 100.00% | 100.00% |