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% | 25.55 CHF | 25.60 CHF | 30,000 | 30,000 | 29,824 | 29,824 | 771,717 CHF | 773,209 CHF | 99.61% | 99.61% |
19/11/2024 | 0.20% | 25.60 CHF | 25.65 CHF | 30,000 | 30,000 | 29,906 | 29,906 | 761,076 CHF | 762,572 CHF | 98.62% | 98.62% |
18/11/2024 | 0.20% | 25.75 CHF | 25.80 CHF | 30,000 | 30,000 | 29,752 | 29,752 | 761,365 CHF | 762,854 CHF | 99.88% | 99.88% |
15/11/2024 | 0.19% | 25.65 CHF | 25.70 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 778,042 CHF | 779,542 CHF | 73.17% | 73.17% |
14/11/2024 | 0.19% | 26.50 CHF | 26.55 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 792,599 CHF | 794,042 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 26.50 CHF | 26.55 CHF | 30,000 | 30,000 | 29,858 | 29,858 | 788,427 CHF | 789,921 CHF | 98.64% | 98.64% |
12/11/2024 | 0.19% | 26.45 CHF | 26.50 CHF | 30,000 | 30,000 | 29,720 | 29,718 | 788,410 CHF | 789,833 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 26.60 CHF | 26.65 CHF | 30,000 | 30,000 | 29,736 | 29,736 | 791,511 CHF | 792,999 CHF | 99.94% | 99.94% |
08/11/2024 | 0.19% | 26.30 CHF | 26.35 CHF | 30,000 | 30,000 | 29,763 | 29,763 | 776,684 CHF | 778,174 CHF | 99.84% | 99.84% |
07/11/2024 | 0.19% | 25.95 CHF | 26.00 CHF | 30,000 | 30,000 | 29,854 | 29,854 | 772,730 CHF | 774,223 CHF | 99.51% | 99.51% |