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 | 0.16% | 30.40 CHF | 30.45 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 608,895 CHF | 609,886 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 30.40 CHF | 30.45 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 600,122 CHF | 601,114 CHF | 99.30% | 99.30% |
18/11/2024 | 0.17% | 30.60 CHF | 30.65 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 603,442 CHF | 604,434 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 30.55 CHF | 30.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 616,136 CHF | 617,136 CHF | 73.20% | 73.20% |
14/11/2024 | 0.16% | 31.35 CHF | 31.40 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 624,895 CHF | 625,854 CHF | 100.00% | 100.00% |
13/11/2024 | 0.16% | 31.35 CHF | 31.40 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 618,984 CHF | 619,975 CHF | 99.16% | 99.16% |
12/11/2024 | 0.16% | 31.30 CHF | 31.35 CHF | 20,000 | 20,000 | 19,814 | 19,812 | 621,336 CHF | 622,275 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 31.40 CHF | 31.45 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 622,743 CHF | 623,735 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 31.10 CHF | 31.15 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 611,525 CHF | 612,517 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 30.70 CHF | 30.75 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 607,643 CHF | 608,635 CHF | 100.00% | 100.00% |