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% | 34.90 CHF | 34.92 CHF | 32,000 | 32,000 | 17,436 | 17,436 | 579,701 CHF | 580,282 CHF | 99.57% | 99.57% |
20/11/2024 | 0.12% | 32.36 CHF | 32.38 CHF | 34,000 | 34,000 | 17,720 | 17,720 | 585,289 CHF | 585,875 CHF | 99.56% | 99.56% |
19/11/2024 | 0.12% | 33.15 CHF | 33.17 CHF | 33,000 | 33,000 | 17,774 | 17,774 | 574,646 CHF | 575,232 CHF | 99.36% | 99.36% |
18/11/2024 | 0.12% | 33.34 CHF | 33.36 CHF | 33,000 | 33,000 | 17,529 | 17,529 | 582,213 CHF | 582,796 CHF | 97.92% | 97.92% |
15/11/2024 | 0.13% | 29.92 CHF | 29.94 CHF | 36,000 | 36,000 | 19,053 | 19,053 | 555,490 CHF | 556,124 CHF | 98.98% | 98.98% |
14/11/2024 | 0.12% | 29.90 CHF | 29.92 CHF | 36,000 | 36,000 | 18,265 | 18,265 | 563,952 CHF | 564,550 CHF | 98.23% | 98.23% |
13/11/2024 | 0.12% | 31.12 CHF | 31.14 CHF | 35,000 | 35,000 | 17,825 | 17,825 | 567,636 CHF | 568,226 CHF | 98.35% | 98.35% |
12/11/2024 | 0.11% | 32.52 CHF | 32.54 CHF | 34,000 | 34,000 | 17,305 | 17,305 | 572,436 CHF | 572,975 CHF | 89.61% | 89.61% |
11/11/2024 | 0.12% | 34.33 CHF | 34.35 CHF | 32,000 | 32,000 | 17,441 | 17,441 | 574,211 CHF | 574,794 CHF | 96.98% | 96.98% |
08/11/2024 | 0.12% | 29.06 CHF | 29.08 CHF | 36,000 | 36,000 | 19,201 | 19,201 | 525,084 CHF | 525,609 CHF | 97.19% | 97.19% |