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% | 25.64 CHF | 25.67 CHF | 18,000 | 18,000 | 8,092 | 8,092 | 214,269 CHF | 214,652 CHF | 99.02% | 99.02% |
19/11/2024 | 0.23% | 25.93 CHF | 25.96 CHF | 18,000 | 18,000 | 8,142 | 8,142 | 211,462 CHF | 211,846 CHF | 99.89% | 99.89% |
18/11/2024 | 0.23% | 25.49 CHF | 25.52 CHF | 18,000 | 18,000 | 8,385 | 8,385 | 205,750 CHF | 206,127 CHF | 99.46% | 99.46% |
15/11/2024 | 0.22% | 23.30 CHF | 23.33 CHF | 20,000 | 20,000 | 8,926 | 8,926 | 203,141 CHF | 203,509 CHF | 99.72% | 99.72% |
14/11/2024 | 0.21% | 22.27 CHF | 22.30 CHF | 20,000 | 20,000 | 8,931 | 8,931 | 207,510 CHF | 207,877 CHF | 98.39% | 98.39% |
13/11/2024 | 0.27% | 25.75 CHF | 25.77 CHF | 18,000 | 18,000 | 8,483 | 8,483 | 216,730 CHF | 217,156 CHF | 97.81% | 97.81% |
12/11/2024 | 0.23% | 24.65 CHF | 24.67 CHF | 19,000 | 19,000 | 8,886 | 8,886 | 229,875 CHF | 230,280 CHF | 89.89% | 89.89% |
11/11/2024 | 0.15% | 25.78 CHF | 25.80 CHF | 18,000 | 18,000 | 8,659 | 8,659 | 217,126 CHF | 217,392 CHF | 97.44% | 97.44% |
08/11/2024 | 0.17% | 21.02 CHF | 21.04 CHF | 21,000 | 21,000 | 9,977 | 9,977 | 204,288 CHF | 204,572 CHF | 99.05% | 99.05% |
07/11/2024 | 0.18% | 19.84 CHF | 19.86 CHF | 22,000 | 22,000 | 10,515 | 10,515 | 202,608 CHF | 202,906 CHF | 99.72% | 99.72% |