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 | 0.09% | 23.60 CHF | 23.62 CHF | 42,000 | 42,000 | 19,038 | 19,038 | 454,716 CHF | 455,098 CHF | 99.79% | 99.79% |
19/11/2024 | 0.09% | 23.88 CHF | 23.90 CHF | 42,000 | 42,000 | 19,152 | 19,152 | 451,278 CHF | 451,661 CHF | 100.00% | 100.00% |
18/11/2024 | 0.08% | 24.00 CHF | 24.02 CHF | 42,000 | 42,000 | 18,989 | 18,989 | 457,488 CHF | 457,868 CHF | 99.80% | 99.80% |
15/11/2024 | 0.08% | 24.22 CHF | 24.24 CHF | 42,000 | 42,000 | 18,036 | 18,036 | 448,328 CHF | 448,691 CHF | 99.42% | 99.42% |
14/11/2024 | 0.08% | 25.64 CHF | 25.66 CHF | 40,000 | 40,000 | 17,553 | 17,553 | 456,134 CHF | 456,486 CHF | 99.92% | 99.92% |
13/11/2024 | 0.08% | 25.55 CHF | 25.57 CHF | 40,000 | 40,000 | 18,657 | 18,657 | 468,779 CHF | 469,153 CHF | 99.93% | 99.93% |
12/11/2024 | 0.08% | 24.46 CHF | 24.48 CHF | 41,000 | 41,000 | 18,818 | 18,818 | 462,262 CHF | 462,639 CHF | 99.97% | 99.97% |
11/11/2024 | 0.08% | 24.53 CHF | 24.55 CHF | 41,000 | 41,000 | 18,776 | 18,776 | 464,521 CHF | 464,897 CHF | 99.97% | 99.97% |
08/11/2024 | 0.08% | 24.70 CHF | 24.72 CHF | 41,000 | 41,000 | 18,826 | 18,826 | 465,574 CHF | 465,951 CHF | 99.99% | 99.99% |
07/11/2024 | 0.08% | 24.97 CHF | 24.99 CHF | 41,000 | 41,000 | 18,771 | 18,771 | 462,857 CHF | 463,233 CHF | 99.33% | 99.33% |