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 | 0.13% | 33.08 CHF | 33.10 CHF | 32,000 | 32,000 | 17,439 | 17,439 | 548,218 CHF | 548,799 CHF | 99.57% | 99.57% |
20/11/2024 | 0.12% | 30.57 CHF | 30.59 CHF | 34,000 | 34,000 | 17,721 | 17,721 | 553,488 CHF | 554,074 CHF | 99.56% | 99.56% |
19/11/2024 | 0.13% | 31.36 CHF | 31.38 CHF | 33,000 | 33,000 | 17,775 | 17,775 | 542,821 CHF | 543,407 CHF | 99.36% | 99.36% |
18/11/2024 | 0.12% | 31.54 CHF | 31.56 CHF | 33,000 | 33,000 | 17,528 | 17,528 | 550,620 CHF | 551,202 CHF | 97.91% | 97.91% |
15/11/2024 | 0.14% | 28.12 CHF | 28.14 CHF | 36,000 | 36,000 | 19,051 | 19,051 | 521,150 CHF | 521,783 CHF | 98.97% | 98.97% |
14/11/2024 | 0.13% | 28.10 CHF | 28.12 CHF | 36,000 | 36,000 | 18,297 | 18,297 | 531,900 CHF | 532,498 CHF | 98.39% | 98.39% |
13/11/2024 | 0.13% | 29.33 CHF | 29.35 CHF | 35,000 | 35,000 | 17,828 | 17,828 | 535,828 CHF | 536,418 CHF | 98.38% | 98.38% |
12/11/2024 | 0.12% | 30.74 CHF | 30.76 CHF | 34,000 | 34,000 | 17,304 | 17,304 | 541,509 CHF | 542,048 CHF | 89.59% | 89.59% |
11/11/2024 | 0.13% | 32.55 CHF | 32.57 CHF | 32,000 | 32,000 | 17,443 | 17,443 | 543,185 CHF | 543,769 CHF | 96.97% | 96.97% |
08/11/2024 | 0.12% | 27.29 CHF | 27.31 CHF | 36,000 | 36,000 | 19,208 | 19,208 | 491,366 CHF | 491,891 CHF | 97.23% | 97.23% |