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 | 0.22% | 25.73 CHF | 25.76 CHF | 18,000 | 18,000 | 8,144 | 8,144 | 216,555 CHF | 216,939 CHF | 98.90% | 98.90% |
19/11/2024 | 0.22% | 26.02 CHF | 26.05 CHF | 18,000 | 18,000 | 8,312 | 8,312 | 216,677 CHF | 217,065 CHF | 95.85% | 95.85% |
18/11/2024 | 0.23% | 25.57 CHF | 25.60 CHF | 18,000 | 18,000 | 8,387 | 8,387 | 206,424 CHF | 206,800 CHF | 99.48% | 99.48% |
15/11/2024 | 0.22% | 23.36 CHF | 23.39 CHF | 20,000 | 20,000 | 8,962 | 8,962 | 204,400 CHF | 204,769 CHF | 97.90% | 97.90% |
14/11/2024 | 0.21% | 22.32 CHF | 22.35 CHF | 20,000 | 20,000 | 9,076 | 9,076 | 211,230 CHF | 211,601 CHF | 93.59% | 93.59% |
13/11/2024 | 0.27% | 25.84 CHF | 25.86 CHF | 18,000 | 18,000 | 8,467 | 8,467 | 216,617 CHF | 217,043 CHF | 85.31% | 85.31% |
12/11/2024 | 0.21% | 24.73 CHF | 24.75 CHF | 19,000 | 19,000 | 9,857 | 9,857 | 256,134 CHF | 256,531 CHF | 67.08% | 67.08% |
11/11/2024 | 0.14% | 25.87 CHF | 25.89 CHF | 18,000 | 18,000 | 9,196 | 9,196 | 231,452 CHF | 231,722 CHF | 79.09% | 79.09% |
08/11/2024 | 0.17% | 21.05 CHF | 21.07 CHF | 21,000 | 21,000 | 9,977 | 9,977 | 204,539 CHF | 204,823 CHF | 99.04% | 99.04% |
07/11/2024 | 0.18% | 19.86 CHF | 19.88 CHF | 22,000 | 22,000 | 10,636 | 10,636 | 205,094 CHF | 205,394 CHF | 96.49% | 96.49% |