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% | 21.46 CHF | 21.48 CHF | 42,000 | 42,000 | 19,038 | 19,038 | 414,011 CHF | 414,393 CHF | 99.79% | 99.79% |
19/11/2024 | 0.10% | 21.74 CHF | 21.76 CHF | 42,000 | 42,000 | 19,152 | 19,152 | 410,450 CHF | 410,834 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 21.86 CHF | 21.88 CHF | 42,000 | 42,000 | 18,990 | 18,990 | 416,827 CHF | 417,208 CHF | 99.80% | 99.80% |
15/11/2024 | 0.09% | 22.08 CHF | 22.10 CHF | 42,000 | 42,000 | 18,037 | 18,037 | 409,676 CHF | 410,040 CHF | 99.42% | 99.42% |
14/11/2024 | 0.09% | 23.50 CHF | 23.52 CHF | 40,000 | 40,000 | 17,555 | 17,555 | 418,526 CHF | 418,878 CHF | 99.93% | 99.93% |
13/11/2024 | 0.09% | 23.42 CHF | 23.44 CHF | 40,000 | 40,000 | 18,657 | 18,657 | 429,026 CHF | 429,400 CHF | 99.93% | 99.93% |
12/11/2024 | 0.09% | 22.33 CHF | 22.35 CHF | 41,000 | 41,000 | 18,818 | 18,818 | 422,250 CHF | 422,627 CHF | 99.97% | 99.97% |
11/11/2024 | 0.09% | 22.40 CHF | 22.42 CHF | 41,000 | 41,000 | 18,782 | 18,782 | 424,825 CHF | 425,201 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 22.60 CHF | 22.62 CHF | 41,000 | 41,000 | 18,825 | 18,825 | 425,938 CHF | 426,315 CHF | 99.98% | 99.98% |
07/11/2024 | 0.09% | 22.87 CHF | 22.89 CHF | 41,000 | 41,000 | 18,771 | 18,771 | 423,316 CHF | 423,693 CHF | 99.33% | 99.33% |