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% | 34.44 CHF | 34.46 CHF | 32,000 | 32,000 | 17,439 | 17,439 | 571,868 CHF | 572,449 CHF | 99.57% | 99.57% |
20/11/2024 | 0.12% | 31.91 CHF | 31.93 CHF | 34,000 | 34,000 | 17,719 | 17,719 | 577,251 CHF | 577,837 CHF | 99.55% | 99.55% |
19/11/2024 | 0.12% | 32.70 CHF | 32.72 CHF | 33,000 | 33,000 | 17,775 | 17,775 | 566,654 CHF | 567,240 CHF | 99.36% | 99.36% |
18/11/2024 | 0.12% | 32.89 CHF | 32.91 CHF | 33,000 | 33,000 | 17,528 | 17,528 | 574,246 CHF | 574,828 CHF | 97.91% | 97.91% |
15/11/2024 | 0.14% | 29.46 CHF | 29.48 CHF | 36,000 | 36,000 | 19,050 | 19,050 | 546,763 CHF | 547,396 CHF | 98.96% | 98.96% |
14/11/2024 | 0.13% | 29.45 CHF | 29.47 CHF | 36,000 | 36,000 | 18,259 | 18,259 | 555,485 CHF | 556,083 CHF | 98.24% | 98.24% |
13/11/2024 | 0.12% | 30.67 CHF | 30.69 CHF | 35,000 | 35,000 | 17,827 | 17,827 | 559,660 CHF | 560,250 CHF | 98.36% | 98.36% |
12/11/2024 | 0.12% | 32.07 CHF | 32.09 CHF | 34,000 | 34,000 | 17,300 | 17,300 | 564,506 CHF | 565,045 CHF | 89.64% | 89.64% |
11/11/2024 | 0.12% | 33.88 CHF | 33.90 CHF | 32,000 | 32,000 | 17,446 | 17,446 | 566,531 CHF | 567,115 CHF | 96.99% | 96.99% |
08/11/2024 | 0.12% | 28.62 CHF | 28.64 CHF | 36,000 | 36,000 | 19,196 | 19,196 | 516,403 CHF | 516,928 CHF | 97.15% | 97.15% |