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% | 20.20 CHF | 20.25 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 102,930 CHF | 103,183 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 19.95 CHF | 20.00 CHF | 5,200 | 5,200 | 5,111 | 5,111 | 102,098 CHF | 102,354 CHF | 98.92% | 98.92% |
18/11/2024 | 0.25% | 20.10 CHF | 20.15 CHF | 5,100 | 5,100 | 5,097 | 5,097 | 102,318 CHF | 102,573 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 19.85 CHF | 19.90 CHF | 5,200 | 5,200 | 5,252 | 5,252 | 102,817 CHF | 103,079 CHF | 72.17% | 72.17% |
14/11/2024 | 0.26% | 20.15 CHF | 20.20 CHF | 5,200 | 5,200 | 5,168 | 5,168 | 101,502 CHF | 101,761 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 20.15 CHF | 20.20 CHF | 5,100 | 5,100 | 5,105 | 5,105 | 102,807 CHF | 103,063 CHF | 99.37% | 99.37% |
12/11/2024 | 0.25% | 19.65 CHF | 19.70 CHF | 5,200 | 5,200 | 5,151 | 5,151 | 102,638 CHF | 102,896 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 20.40 CHF | 20.45 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 103,426 CHF | 103,678 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 20.35 CHF | 20.40 CHF | 5,100 | 5,100 | 5,054 | 5,054 | 102,875 CHF | 103,128 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 20.60 CHF | 20.65 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 104,587 CHF | 104,840 CHF | 100.00% | 100.00% |