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 | 0.25% | 19.55 CHF | 19.60 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 491,727 CHF | 492,967 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 19.60 CHF | 19.65 CHF | 25,000 | 25,000 | 24,763 | 24,763 | 481,551 CHF | 482,790 CHF | 99.34% | 99.34% |
18/11/2024 | 0.26% | 19.70 CHF | 19.75 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 484,431 CHF | 485,632 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 19.65 CHF | 19.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 497,741 CHF | 498,991 CHF | 73.55% | 73.55% |
14/11/2024 | 0.24% | 20.50 CHF | 20.55 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 510,971 CHF | 512,174 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 20.50 CHF | 20.55 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 505,398 CHF | 506,638 CHF | 99.16% | 99.16% |
12/11/2024 | 0.25% | 20.45 CHF | 20.50 CHF | 25,000 | 25,000 | 24,767 | 24,765 | 508,716 CHF | 509,914 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 20.65 CHF | 20.70 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 511,378 CHF | 512,618 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 20.35 CHF | 20.40 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 499,680 CHF | 500,884 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 20.05 CHF | 20.10 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 494,038 CHF | 495,277 CHF | 100.00% | 100.00% |