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 | 0.04% | 22.16 CHF | 22.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,622,290 CHF | 5,624,790 CHF | 100.00% | 100.00% |
19/11/2024 | 0.05% | 22.21 CHF | 22.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,516,130 CHF | 5,518,630 CHF | 100.00% | 100.00% |
18/11/2024 | 0.05% | 22.34 CHF | 22.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,549,490 CHF | 5,551,990 CHF | 99.55% | 99.55% |
15/11/2024 | 0.04% | 22.26 CHF | 22.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,636,410 CHF | 5,638,910 CHF | 100.00% | 100.00% |
14/11/2024 | 0.04% | 23.12 CHF | 23.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,815,850 CHF | 5,818,350 CHF | 100.00% | 100.00% |
13/11/2024 | 0.04% | 23.13 CHF | 23.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,754,500 CHF | 5,757,000 CHF | 100.00% | 100.00% |
12/11/2024 | 0.04% | 23.07 CHF | 23.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,786,310 CHF | 5,788,810 CHF | 100.00% | 100.00% |
11/11/2024 | 0.04% | 23.23 CHF | 23.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,816,210 CHF | 5,818,710 CHF | 100.00% | 100.00% |
08/11/2024 | 0.04% | 22.97 CHF | 22.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,685,640 CHF | 5,688,140 CHF | 100.00% | 100.00% |
07/11/2024 | 0.04% | 22.62 CHF | 22.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,634,500 CHF | 5,637,000 CHF | 99.67% | 99.67% |