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 | 0.23% | 22.05 CHF | 22.10 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 175,848 CHF | 176,245 CHF | 100.00% | 100.00% |
20/11/2024 | 0.23% | 21.80 CHF | 21.85 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 172,909 CHF | 173,306 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 21.60 CHF | 21.65 CHF | 8,000 | 8,000 | 7,924 | 7,924 | 169,476 CHF | 169,872 CHF | 98.88% | 98.88% |
18/11/2024 | 0.24% | 21.40 CHF | 21.45 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 169,697 CHF | 170,093 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 21.50 CHF | 21.55 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 180,482 CHF | 180,882 CHF | 72.10% | 72.10% |
14/11/2024 | 0.21% | 23.95 CHF | 24.00 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 165,665 CHF | 166,012 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 23.90 CHF | 23.95 CHF | 7,000 | 7,000 | 6,933 | 6,933 | 164,203 CHF | 164,550 CHF | 98.52% | 98.52% |
12/11/2024 | 0.21% | 24.10 CHF | 24.15 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 166,519 CHF | 166,866 CHF | 99.65% | 99.65% |
11/11/2024 | 0.21% | 23.75 CHF | 23.80 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 165,315 CHF | 165,662 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 23.50 CHF | 23.55 CHF | 7,000 | 7,000 | 6,992 | 6,992 | 163,470 CHF | 163,820 CHF | 100.00% | 100.00% |