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% | 33.99 CHF | 34.01 CHF | 32,000 | 32,000 | 17,434 | 17,434 | 563,771 CHF | 564,351 CHF | 99.57% | 99.57% |
20/11/2024 | 0.12% | 31.46 CHF | 31.48 CHF | 34,000 | 34,000 | 17,719 | 17,719 | 569,255 CHF | 569,841 CHF | 99.56% | 99.56% |
19/11/2024 | 0.12% | 32.25 CHF | 32.27 CHF | 33,000 | 33,000 | 17,774 | 17,774 | 558,634 CHF | 559,220 CHF | 99.36% | 99.36% |
18/11/2024 | 0.12% | 32.43 CHF | 32.45 CHF | 33,000 | 33,000 | 17,529 | 17,529 | 566,343 CHF | 566,926 CHF | 97.92% | 97.92% |
15/11/2024 | 0.14% | 29.01 CHF | 29.03 CHF | 36,000 | 36,000 | 19,054 | 19,054 | 538,277 CHF | 538,910 CHF | 98.98% | 98.98% |
14/11/2024 | 0.13% | 29.00 CHF | 29.02 CHF | 36,000 | 36,000 | 18,293 | 18,293 | 548,192 CHF | 548,791 CHF | 98.44% | 98.44% |
13/11/2024 | 0.13% | 30.22 CHF | 30.24 CHF | 35,000 | 35,000 | 17,827 | 17,827 | 551,644 CHF | 552,235 CHF | 98.36% | 98.36% |
12/11/2024 | 0.12% | 31.62 CHF | 31.64 CHF | 34,000 | 34,000 | 17,299 | 17,299 | 556,713 CHF | 557,252 CHF | 89.65% | 89.65% |
11/11/2024 | 0.12% | 33.44 CHF | 33.46 CHF | 32,000 | 32,000 | 17,445 | 17,445 | 558,714 CHF | 559,297 CHF | 96.99% | 96.99% |
08/11/2024 | 0.12% | 28.17 CHF | 28.19 CHF | 36,000 | 36,000 | 19,206 | 19,206 | 508,194 CHF | 508,719 CHF | 97.17% | 97.17% |