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 | 0.17% | 29.20 CHF | 29.25 CHF | 15,000 | 15,000 | 14,859 | 14,859 | 438,592 CHF | 439,336 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 29.20 CHF | 29.25 CHF | 15,000 | 15,000 | 14,858 | 14,858 | 432,032 CHF | 432,775 CHF | 99.31% | 99.31% |
18/11/2024 | 0.17% | 29.35 CHF | 29.40 CHF | 15,000 | 15,000 | 14,860 | 14,860 | 434,412 CHF | 435,156 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 29.30 CHF | 29.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 443,716 CHF | 444,466 CHF | 72.91% | 72.91% |
14/11/2024 | 0.17% | 30.15 CHF | 30.20 CHF | 15,000 | 15,000 | 14,860 | 14,859 | 450,535 CHF | 451,258 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 30.15 CHF | 30.20 CHF | 15,000 | 15,000 | 14,858 | 14,858 | 446,181 CHF | 446,924 CHF | 99.16% | 99.16% |
12/11/2024 | 0.17% | 30.10 CHF | 30.15 CHF | 15,000 | 15,000 | 14,860 | 14,859 | 447,983 CHF | 448,714 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 30.20 CHF | 30.25 CHF | 15,000 | 15,000 | 14,859 | 14,859 | 449,117 CHF | 449,861 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 29.90 CHF | 29.95 CHF | 15,000 | 15,000 | 14,860 | 14,860 | 440,880 CHF | 441,623 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 29.50 CHF | 29.55 CHF | 15,000 | 15,000 | 14,859 | 14,859 | 437,903 CHF | 438,647 CHF | 100.00% | 100.00% |