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% | 34.57 CHF | 34.59 CHF | 32,000 | 32,000 | 17,496 | 17,496 | 575,799 CHF | 576,380 CHF | 99.94% | 99.94% |
20/11/2024 | 0.12% | 32.02 CHF | 32.04 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 581,119 CHF | 581,705 CHF | 99.90% | 99.90% |
19/11/2024 | 0.12% | 32.82 CHF | 32.84 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 569,011 CHF | 569,598 CHF | 99.54% | 99.54% |
18/11/2024 | 0.12% | 33.01 CHF | 33.03 CHF | 33,000 | 33,000 | 17,571 | 17,571 | 577,712 CHF | 578,294 CHF | 98.20% | 98.20% |
15/11/2024 | 0.14% | 29.56 CHF | 29.58 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 550,930 CHF | 551,563 CHF | 99.46% | 99.46% |
14/11/2024 | 0.13% | 29.54 CHF | 29.56 CHF | 36,000 | 36,000 | 18,338 | 18,338 | 559,656 CHF | 560,255 CHF | 98.81% | 98.81% |
13/11/2024 | 0.12% | 30.77 CHF | 30.79 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 566,670 CHF | 567,262 CHF | 99.34% | 99.34% |
12/11/2024 | 0.12% | 32.19 CHF | 32.21 CHF | 34,000 | 34,000 | 16,980 | 16,980 | 555,857 CHF | 556,392 CHF | 96.29% | 96.29% |
11/11/2024 | 0.12% | 34.01 CHF | 34.03 CHF | 32,000 | 32,000 | 17,732 | 17,732 | 577,889 CHF | 578,474 CHF | 99.14% | 99.14% |
08/11/2024 | 0.12% | 28.70 CHF | 28.72 CHF | 36,000 | 36,000 | 19,690 | 19,690 | 532,342 CHF | 532,873 CHF | 100.00% | 100.00% |