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% | 36.45 CHF | 36.47 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 608,448 CHF | 609,028 CHF | 99.94% | 99.94% |
20/11/2024 | 0.11% | 33.88 CHF | 33.90 CHF | 34,000 | 34,000 | 17,774 | 17,774 | 614,157 CHF | 614,743 CHF | 99.90% | 99.90% |
19/11/2024 | 0.12% | 34.67 CHF | 34.69 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 601,970 CHF | 602,556 CHF | 99.54% | 99.54% |
18/11/2024 | 0.11% | 34.87 CHF | 34.89 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 610,416 CHF | 610,999 CHF | 98.20% | 98.20% |
15/11/2024 | 0.13% | 31.42 CHF | 31.44 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 586,605 CHF | 587,238 CHF | 99.46% | 99.46% |
14/11/2024 | 0.12% | 31.40 CHF | 31.42 CHF | 36,000 | 36,000 | 18,345 | 18,345 | 594,044 CHF | 594,642 CHF | 98.81% | 98.81% |
13/11/2024 | 0.12% | 32.63 CHF | 32.65 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 599,970 CHF | 600,562 CHF | 99.34% | 99.34% |
12/11/2024 | 0.11% | 34.04 CHF | 34.06 CHF | 34,000 | 34,000 | 16,980 | 16,980 | 587,258 CHF | 587,793 CHF | 96.28% | 96.28% |
11/11/2024 | 0.11% | 35.86 CHF | 35.88 CHF | 32,000 | 32,000 | 17,728 | 17,728 | 610,466 CHF | 611,051 CHF | 99.14% | 99.14% |
08/11/2024 | 0.11% | 30.53 CHF | 30.55 CHF | 36,000 | 36,000 | 19,690 | 19,690 | 568,308 CHF | 568,838 CHF | 100.00% | 100.00% |