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 | 0.52% | 38.20 CHF | 38.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 382,491 CHF | 384,491 CHF | 99.38% | 99.38% |
19/11/2024 | 0.53% | 38.05 CHF | 38.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 379,817 CHF | 381,817 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 38.65 CHF | 38.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 388,501 CHF | 390,501 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 39.25 CHF | 39.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 397,773 CHF | 399,773 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 40.45 CHF | 40.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 405,581 CHF | 407,581 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 40.80 CHF | 41.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 405,780 CHF | 407,780 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 41.15 CHF | 41.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 411,922 CHF | 413,922 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 41.65 CHF | 41.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 416,629 CHF | 418,629 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 41.20 CHF | 41.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 410,727 CHF | 412,727 CHF | 99.34% | 99.34% |
07/11/2024 | 0.49% | 40.90 CHF | 41.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 406,184 CHF | 408,184 CHF | 98.80% | 98.80% |