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 | 0.19% | 27.00 CHF | 27.05 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 269,442 CHF | 269,936 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 27.05 CHF | 27.10 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 266,738 CHF | 267,233 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 27.60 CHF | 27.65 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 272,950 CHF | 273,446 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 27.60 CHF | 27.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 278,197 CHF | 278,697 CHF | 83.78% | 83.78% |
14/11/2024 | 0.18% | 27.85 CHF | 27.90 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 272,732 CHF | 273,226 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 27.10 CHF | 27.15 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 269,620 CHF | 270,116 CHF | 99.27% | 99.27% |
12/11/2024 | 0.18% | 27.10 CHF | 27.15 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 271,979 CHF | 272,475 CHF | 100.00% | 100.00% |
11/11/2024 | 0.18% | 27.85 CHF | 27.90 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 274,822 CHF | 275,318 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 27.35 CHF | 27.40 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 270,910 CHF | 271,403 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 27.70 CHF | 27.75 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 275,181 CHF | 275,677 CHF | 100.00% | 100.00% |