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 | 0.21% | 24.15 CHF | 24.20 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 602,097 CHF | 603,333 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 24.25 CHF | 24.30 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 600,952 CHF | 602,187 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 24.50 CHF | 24.55 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 608,603 CHF | 609,837 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 24.65 CHF | 24.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 620,717 CHF | 621,967 CHF | 78.21% | 78.21% |
14/11/2024 | 0.20% | 25.40 CHF | 25.45 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 626,592 CHF | 627,828 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 25.50 CHF | 25.55 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 633,150 CHF | 634,390 CHF | 99.56% | 99.56% |
12/11/2024 | 0.20% | 25.45 CHF | 25.50 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 631,894 CHF | 633,133 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 25.80 CHF | 25.85 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 639,103 CHF | 640,343 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 25.50 CHF | 25.55 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 633,748 CHF | 634,985 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 25.85 CHF | 25.90 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 639,108 CHF | 640,348 CHF | 100.00% | 100.00% |