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 | 0.23% | 21.95 CHF | 22.00 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 440,939 CHF | 441,931 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 432,643 CHF | 433,634 CHF | 99.34% | 99.34% |
18/11/2024 | 0.23% | 22.10 CHF | 22.15 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 435,181 CHF | 436,173 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 22.05 CHF | 22.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 446,260 CHF | 447,260 CHF | 73.33% | 73.33% |
14/11/2024 | 0.22% | 22.90 CHF | 22.95 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 456,444 CHF | 457,415 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 22.90 CHF | 22.95 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 451,685 CHF | 452,676 CHF | 99.16% | 99.16% |
12/11/2024 | 0.22% | 22.85 CHF | 22.90 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 454,248 CHF | 455,228 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 23.00 CHF | 23.05 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 456,198 CHF | 457,189 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 22.75 CHF | 22.80 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 446,503 CHF | 447,495 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 22.40 CHF | 22.45 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 442,147 CHF | 443,138 CHF | 100.00% | 100.00% |