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 | 0.21% | 22.33 CHF | 22.38 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 160,588 CHF | 160,933 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 22.24 CHF | 22.29 CHF | 6,800 | 6,800 | 6,800 | 6,800 | 148,160 CHF | 148,500 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 22.80 CHF | 22.85 CHF | 6,600 | 6,600 | 6,600 | 6,600 | 150,368 CHF | 150,698 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 23.90 CHF | 23.95 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 156,157 CHF | 156,477 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 24.87 CHF | 24.92 CHF | 6,600 | 6,600 | 6,600 | 6,600 | 162,807 CHF | 163,137 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 23.63 CHF | 23.68 CHF | 6,700 | 6,700 | 6,700 | 6,700 | 156,084 CHF | 156,419 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 23.07 CHF | 23.12 CHF | 6,200 | 6,200 | 6,200 | 6,200 | 153,034 CHF | 153,344 CHF | 99.86% | 99.86% |
11/11/2024 | 0.19% | 26.13 CHF | 26.18 CHF | 6,500 | 6,500 | 6,500 | 6,500 | 168,381 CHF | 168,706 CHF | 99.67% | 99.67% |
08/11/2024 | 0.20% | 24.37 CHF | 24.42 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 156,182 CHF | 156,502 CHF | 98.76% | 98.76% |
07/11/2024 | 0.20% | 24.93 CHF | 24.98 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 159,032 CHF | 159,352 CHF | 100.00% | 100.00% |