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% | 32.26 CHF | 32.28 CHF | 32,000 | 32,000 | 17,492 | 17,492 | 535,263 CHF | 535,844 CHF | 99.94% | 99.94% |
20/11/2024 | 0.13% | 29.73 CHF | 29.75 CHF | 34,000 | 34,000 | 17,773 | 17,773 | 540,389 CHF | 540,976 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 30.53 CHF | 30.55 CHF | 33,000 | 33,000 | 17,787 | 17,787 | 528,372 CHF | 528,958 CHF | 99.54% | 99.54% |
18/11/2024 | 0.13% | 30.71 CHF | 30.73 CHF | 33,000 | 33,000 | 17,572 | 17,572 | 537,393 CHF | 537,976 CHF | 98.20% | 98.20% |
15/11/2024 | 0.15% | 27.26 CHF | 27.28 CHF | 36,000 | 36,000 | 19,135 | 19,135 | 507,009 CHF | 507,642 CHF | 99.46% | 99.46% |
14/11/2024 | 0.14% | 27.24 CHF | 27.26 CHF | 36,000 | 36,000 | 18,343 | 18,343 | 517,665 CHF | 518,264 CHF | 98.87% | 98.87% |
13/11/2024 | 0.13% | 28.49 CHF | 28.51 CHF | 35,000 | 35,000 | 17,989 | 17,989 | 525,639 CHF | 526,230 CHF | 99.34% | 99.34% |
12/11/2024 | 0.12% | 29.91 CHF | 29.93 CHF | 34,000 | 34,000 | 17,005 | 17,005 | 517,932 CHF | 518,467 CHF | 96.08% | 96.08% |
11/11/2024 | 0.13% | 31.74 CHF | 31.76 CHF | 32,000 | 32,000 | 17,719 | 17,719 | 537,213 CHF | 537,798 CHF | 99.06% | 99.06% |
08/11/2024 | 0.13% | 26.45 CHF | 26.47 CHF | 36,000 | 36,000 | 19,694 | 19,694 | 488,109 CHF | 488,640 CHF | 100.00% | 100.00% |