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% | 31.99 CHF | 32.01 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 530,620 CHF | 531,201 CHF | 99.94% | 99.94% |
20/11/2024 | 0.13% | 29.47 CHF | 29.49 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 535,687 CHF | 536,274 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 30.27 CHF | 30.29 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 523,708 CHF | 524,294 CHF | 99.54% | 99.54% |
18/11/2024 | 0.13% | 30.45 CHF | 30.47 CHF | 33,000 | 33,000 | 17,572 | 17,572 | 532,780 CHF | 533,362 CHF | 98.20% | 98.20% |
15/11/2024 | 0.15% | 27.00 CHF | 27.02 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 501,935 CHF | 502,568 CHF | 99.46% | 99.46% |
14/11/2024 | 0.14% | 26.98 CHF | 27.00 CHF | 36,000 | 36,000 | 18,345 | 18,345 | 512,864 CHF | 513,463 CHF | 98.81% | 98.81% |
13/11/2024 | 0.13% | 28.22 CHF | 28.24 CHF | 35,000 | 35,000 | 17,988 | 17,988 | 520,900 CHF | 521,491 CHF | 99.34% | 99.34% |
12/11/2024 | 0.13% | 29.65 CHF | 29.67 CHF | 34,000 | 34,000 | 16,980 | 16,980 | 512,750 CHF | 513,284 CHF | 96.29% | 96.29% |
11/11/2024 | 0.13% | 31.48 CHF | 31.50 CHF | 32,000 | 32,000 | 17,731 | 17,731 | 532,955 CHF | 533,540 CHF | 99.14% | 99.14% |
08/11/2024 | 0.13% | 26.19 CHF | 26.21 CHF | 36,000 | 36,000 | 19,690 | 19,690 | 482,858 CHF | 483,389 CHF | 100.00% | 100.00% |