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% | 33.17 CHF | 33.19 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 551,068 CHF | 551,649 CHF | 99.94% | 99.94% |
20/11/2024 | 0.12% | 30.63 CHF | 30.65 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 556,301 CHF | 556,887 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 31.43 CHF | 31.45 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 544,282 CHF | 544,868 CHF | 99.54% | 99.54% |
18/11/2024 | 0.12% | 31.61 CHF | 31.63 CHF | 33,000 | 33,000 | 17,572 | 17,572 | 553,202 CHF | 553,784 CHF | 98.20% | 98.20% |
15/11/2024 | 0.14% | 28.16 CHF | 28.18 CHF | 36,000 | 36,000 | 19,134 | 19,134 | 524,176 CHF | 524,810 CHF | 99.46% | 99.46% |
14/11/2024 | 0.13% | 28.14 CHF | 28.16 CHF | 36,000 | 36,000 | 18,345 | 18,345 | 534,213 CHF | 534,811 CHF | 98.81% | 98.81% |
13/11/2024 | 0.13% | 29.38 CHF | 29.40 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 541,686 CHF | 542,278 CHF | 99.34% | 99.34% |
12/11/2024 | 0.12% | 30.80 CHF | 30.82 CHF | 34,000 | 34,000 | 16,981 | 16,981 | 532,351 CHF | 532,885 CHF | 96.29% | 96.29% |
11/11/2024 | 0.13% | 32.63 CHF | 32.65 CHF | 32,000 | 32,000 | 17,731 | 17,731 | 553,358 CHF | 553,943 CHF | 99.13% | 99.13% |
08/11/2024 | 0.12% | 27.33 CHF | 27.35 CHF | 36,000 | 36,000 | 19,690 | 19,690 | 505,312 CHF | 505,843 CHF | 100.00% | 100.00% |