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% | 35.04 CHF | 35.06 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 583,844 CHF | 584,425 CHF | 99.94% | 99.94% |
20/11/2024 | 0.12% | 32.49 CHF | 32.51 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 589,351 CHF | 589,937 CHF | 99.90% | 99.90% |
19/11/2024 | 0.12% | 33.28 CHF | 33.30 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 577,218 CHF | 577,805 CHF | 99.54% | 99.54% |
18/11/2024 | 0.12% | 33.47 CHF | 33.49 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 585,863 CHF | 586,446 CHF | 98.20% | 98.20% |
15/11/2024 | 0.13% | 30.02 CHF | 30.04 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 559,863 CHF | 560,497 CHF | 99.46% | 99.46% |
14/11/2024 | 0.12% | 30.01 CHF | 30.03 CHF | 36,000 | 36,000 | 18,340 | 18,340 | 568,236 CHF | 568,835 CHF | 98.81% | 98.81% |
13/11/2024 | 0.12% | 31.23 CHF | 31.25 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 574,988 CHF | 575,579 CHF | 99.34% | 99.34% |
12/11/2024 | 0.11% | 32.65 CHF | 32.67 CHF | 34,000 | 34,000 | 16,979 | 16,979 | 563,693 CHF | 564,227 CHF | 96.29% | 96.29% |
11/11/2024 | 0.12% | 34.47 CHF | 34.49 CHF | 32,000 | 32,000 | 17,732 | 17,732 | 586,054 CHF | 586,639 CHF | 99.14% | 99.14% |
08/11/2024 | 0.11% | 29.16 CHF | 29.18 CHF | 36,000 | 36,000 | 19,690 | 19,690 | 541,332 CHF | 541,862 CHF | 100.00% | 100.00% |