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% | 23.64 CHF | 23.65 CHF | 60,000 | 60,000 | 22,655 | 22,655 | 538,316 CHF | 538,544 CHF | 98.60% | 98.60% |
19/11/2024 | 0.04% | 23.31 CHF | 23.32 CHF | 60,000 | 60,000 | 23,618 | 23,618 | 544,241 CHF | 544,478 CHF | 96.70% | 96.70% |
18/11/2024 | 0.05% | 22.79 CHF | 22.80 CHF | 60,000 | 60,000 | 23,131 | 23,131 | 522,773 CHF | 523,005 CHF | 96.74% | 96.74% |
15/11/2024 | 0.04% | 23.29 CHF | 23.30 CHF | 60,000 | 60,000 | 23,053 | 23,053 | 543,752 CHF | 543,983 CHF | 98.00% | 98.00% |
14/11/2024 | 0.04% | 24.28 CHF | 24.29 CHF | 55,000 | 55,000 | 21,679 | 21,679 | 523,358 CHF | 523,575 CHF | 98.79% | 98.79% |
13/11/2024 | 0.04% | 23.95 CHF | 23.96 CHF | 60,000 | 60,000 | 21,885 | 21,885 | 526,491 CHF | 526,710 CHF | 98.39% | 98.39% |
12/11/2024 | 0.04% | 24.03 CHF | 24.04 CHF | 55,000 | 55,000 | 22,131 | 22,131 | 527,080 CHF | 527,302 CHF | 98.65% | 98.65% |
11/11/2024 | 0.04% | 23.66 CHF | 23.67 CHF | 60,000 | 60,000 | 22,907 | 22,907 | 543,867 CHF | 544,096 CHF | 99.11% | 99.11% |
08/11/2024 | 0.04% | 23.74 CHF | 23.75 CHF | 60,000 | 60,000 | 22,856 | 22,856 | 544,505 CHF | 544,734 CHF | 99.13% | 99.13% |
07/11/2024 | 0.04% | 23.71 CHF | 23.72 CHF | 60,000 | 60,000 | 23,624 | 23,624 | 557,882 CHF | 558,119 CHF | 99.39% | 99.39% |