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% | 35.51 CHF | 35.53 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 592,056 CHF | 592,637 CHF | 99.94% | 99.94% |
20/11/2024 | 0.12% | 32.95 CHF | 32.97 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 597,606 CHF | 598,193 CHF | 99.90% | 99.90% |
19/11/2024 | 0.12% | 33.74 CHF | 33.76 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 585,496 CHF | 586,082 CHF | 99.54% | 99.54% |
18/11/2024 | 0.12% | 33.94 CHF | 33.96 CHF | 33,000 | 33,000 | 17,572 | 17,572 | 594,064 CHF | 594,646 CHF | 98.20% | 98.20% |
15/11/2024 | 0.13% | 30.49 CHF | 30.51 CHF | 36,000 | 36,000 | 19,134 | 19,134 | 568,711 CHF | 569,344 CHF | 99.45% | 99.45% |
14/11/2024 | 0.12% | 30.47 CHF | 30.49 CHF | 36,000 | 36,000 | 18,345 | 18,345 | 576,935 CHF | 577,534 CHF | 98.81% | 98.81% |
13/11/2024 | 0.12% | 31.70 CHF | 31.72 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 583,328 CHF | 583,920 CHF | 99.34% | 99.34% |
12/11/2024 | 0.11% | 33.11 CHF | 33.13 CHF | 34,000 | 34,000 | 16,981 | 16,981 | 571,590 CHF | 572,124 CHF | 96.29% | 96.29% |
11/11/2024 | 0.12% | 34.93 CHF | 34.95 CHF | 32,000 | 32,000 | 17,731 | 17,731 | 594,206 CHF | 594,792 CHF | 99.14% | 99.14% |
08/11/2024 | 0.11% | 29.62 CHF | 29.64 CHF | 36,000 | 36,000 | 19,689 | 19,689 | 550,308 CHF | 550,838 CHF | 100.00% | 100.00% |