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 | 0.12% | 34.10 CHF | 34.12 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 567,458 CHF | 568,039 CHF | 99.94% | 99.94% |
20/11/2024 | 0.12% | 31.56 CHF | 31.58 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 572,841 CHF | 573,427 CHF | 99.90% | 99.90% |
19/11/2024 | 0.12% | 32.35 CHF | 32.37 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 560,757 CHF | 561,343 CHF | 99.54% | 99.54% |
18/11/2024 | 0.12% | 32.54 CHF | 32.56 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 569,504 CHF | 570,087 CHF | 98.20% | 98.20% |
15/11/2024 | 0.14% | 29.09 CHF | 29.11 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 542,020 CHF | 542,654 CHF | 99.46% | 99.46% |
14/11/2024 | 0.13% | 29.07 CHF | 29.09 CHF | 36,000 | 36,000 | 18,344 | 18,344 | 551,267 CHF | 551,866 CHF | 98.81% | 98.81% |
13/11/2024 | 0.12% | 30.31 CHF | 30.33 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 558,335 CHF | 558,926 CHF | 99.34% | 99.34% |
12/11/2024 | 0.12% | 31.72 CHF | 31.74 CHF | 34,000 | 34,000 | 16,979 | 16,979 | 547,972 CHF | 548,506 CHF | 96.29% | 96.29% |
11/11/2024 | 0.12% | 33.55 CHF | 33.57 CHF | 32,000 | 32,000 | 17,728 | 17,728 | 569,584 CHF | 570,169 CHF | 99.14% | 99.14% |
08/11/2024 | 0.12% | 28.24 CHF | 28.26 CHF | 36,000 | 36,000 | 19,690 | 19,690 | 523,298 CHF | 523,829 CHF | 100.00% | 100.00% |