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 | 0.24% | 20.75 CHF | 20.80 CHF | 40,000 | 40,000 | 39,765 | 39,765 | 837,367 CHF | 839,357 CHF | 99.61% | 99.61% |
19/11/2024 | 0.24% | 20.80 CHF | 20.85 CHF | 40,000 | 40,000 | 39,874 | 39,874 | 823,192 CHF | 825,186 CHF | 98.64% | 98.64% |
18/11/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 40,000 | 40,000 | 39,670 | 39,670 | 823,763 CHF | 825,748 CHF | 99.88% | 99.88% |
15/11/2024 | 0.24% | 20.85 CHF | 20.90 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 844,512 CHF | 846,512 CHF | 73.13% | 73.13% |
14/11/2024 | 0.23% | 21.70 CHF | 21.75 CHF | 40,000 | 40,000 | 39,626 | 39,624 | 865,288 CHF | 867,227 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 21.70 CHF | 21.75 CHF | 40,000 | 40,000 | 39,810 | 39,810 | 860,172 CHF | 862,163 CHF | 98.65% | 98.65% |
12/11/2024 | 0.23% | 21.65 CHF | 21.70 CHF | 40,000 | 40,000 | 39,627 | 39,624 | 861,334 CHF | 863,249 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 21.80 CHF | 21.85 CHF | 40,000 | 40,000 | 39,648 | 39,648 | 865,922 CHF | 867,906 CHF | 99.95% | 99.95% |
08/11/2024 | 0.24% | 21.55 CHF | 21.60 CHF | 40,000 | 40,000 | 39,685 | 39,685 | 847,575 CHF | 849,561 CHF | 99.84% | 99.84% |
07/11/2024 | 0.24% | 21.20 CHF | 21.25 CHF | 40,000 | 40,000 | 39,805 | 39,805 | 841,352 CHF | 843,344 CHF | 99.50% | 99.50% |