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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.06% | 17.64 CHF | 17.65 CHF | 109,600 | 109,600 | 110,019 | 110,019 | 1,909,220 CHF | 1,910,320 CHF | 99.44% | 99.44% |
19/11/2024 | 0.06% | 16.98 CHF | 16.99 CHF | 110,300 | 110,300 | 109,397 | 109,397 | 1,875,750 CHF | 1,876,850 CHF | 100.00% | 100.00% |
18/11/2024 | 0.06% | 17.20 CHF | 17.21 CHF | 108,800 | 108,800 | 109,877 | 109,877 | 1,906,210 CHF | 1,907,310 CHF | 98.77% | 98.77% |
15/11/2024 | 0.06% | 17.46 CHF | 17.47 CHF | 110,600 | 110,600 | 109,260 | 109,260 | 1,891,550 CHF | 1,892,640 CHF | 98.67% | 98.67% |
14/11/2024 | 0.06% | 17.25 CHF | 17.26 CHF | 108,400 | 108,400 | 111,761 | 111,761 | 1,960,660 CHF | 1,961,780 CHF | 100.00% | 100.00% |
13/11/2024 | 0.06% | 17.15 CHF | 17.16 CHF | 114,100 | 114,100 | 113,680 | 113,680 | 1,909,660 CHF | 1,910,800 CHF | 100.00% | 100.00% |
12/11/2024 | 0.06% | 16.79 CHF | 16.80 CHF | 113,400 | 113,400 | 114,662 | 114,662 | 1,918,920 CHF | 1,920,070 CHF | 99.81% | 99.81% |
11/11/2024 | 0.06% | 16.46 CHF | 16.47 CHF | 115,500 | 115,500 | 120,218 | 120,218 | 1,966,440 CHF | 1,967,640 CHF | 99.73% | 99.73% |
08/11/2024 | 0.06% | 15.75 CHF | 15.76 CHF | 123,400 | 123,400 | 123,519 | 123,519 | 1,908,760 CHF | 1,909,990 CHF | 99.15% | 99.15% |
07/11/2024 | 0.06% | 15.25 CHF | 15.26 CHF | 123,600 | 123,600 | 120,294 | 120,294 | 1,857,600 CHF | 1,858,810 CHF | 99.96% | 99.96% |