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% | 22.53 CHF | 22.55 CHF | 42,000 | 42,000 | 19,037 | 19,037 | 434,339 CHF | 434,721 CHF | 99.78% | 99.78% |
19/11/2024 | 0.09% | 22.81 CHF | 22.83 CHF | 42,000 | 42,000 | 19,153 | 19,153 | 430,873 CHF | 431,256 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 22.92 CHF | 22.94 CHF | 42,000 | 42,000 | 18,982 | 18,982 | 436,955 CHF | 437,336 CHF | 99.76% | 99.76% |
15/11/2024 | 0.09% | 23.15 CHF | 23.17 CHF | 42,000 | 42,000 | 18,036 | 18,036 | 428,986 CHF | 429,349 CHF | 99.42% | 99.42% |
14/11/2024 | 0.08% | 24.57 CHF | 24.59 CHF | 40,000 | 40,000 | 17,556 | 17,556 | 437,355 CHF | 437,706 CHF | 99.93% | 99.93% |
13/11/2024 | 0.09% | 24.49 CHF | 24.51 CHF | 40,000 | 40,000 | 18,659 | 18,659 | 448,946 CHF | 449,319 CHF | 99.95% | 99.95% |
12/11/2024 | 0.09% | 23.39 CHF | 23.41 CHF | 41,000 | 41,000 | 18,818 | 18,818 | 442,231 CHF | 442,608 CHF | 99.97% | 99.97% |
11/11/2024 | 0.09% | 23.46 CHF | 23.48 CHF | 41,000 | 41,000 | 18,774 | 18,774 | 444,533 CHF | 444,909 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 23.65 CHF | 23.67 CHF | 41,000 | 41,000 | 18,824 | 18,824 | 445,699 CHF | 446,076 CHF | 99.98% | 99.98% |
07/11/2024 | 0.09% | 23.92 CHF | 23.94 CHF | 41,000 | 41,000 | 18,771 | 18,771 | 443,066 CHF | 443,443 CHF | 99.33% | 99.33% |