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 | 0.05% | 22.46 CHF | 22.47 CHF | 60,000 | 60,000 | 22,621 | 22,621 | 510,975 CHF | 511,202 CHF | 98.51% | 98.51% |
19/11/2024 | 0.05% | 22.14 CHF | 22.15 CHF | 60,000 | 60,000 | 23,587 | 23,587 | 515,925 CHF | 516,162 CHF | 96.67% | 96.67% |
18/11/2024 | 0.05% | 21.62 CHF | 21.63 CHF | 60,000 | 60,000 | 23,114 | 23,114 | 495,278 CHF | 495,510 CHF | 96.76% | 96.76% |
15/11/2024 | 0.05% | 22.11 CHF | 22.12 CHF | 60,000 | 60,000 | 23,095 | 23,095 | 517,541 CHF | 517,773 CHF | 98.11% | 98.11% |
14/11/2024 | 0.04% | 23.11 CHF | 23.12 CHF | 55,000 | 55,000 | 21,681 | 21,681 | 497,872 CHF | 498,089 CHF | 98.78% | 98.78% |
13/11/2024 | 0.04% | 22.78 CHF | 22.79 CHF | 60,000 | 60,000 | 21,872 | 21,872 | 500,615 CHF | 500,834 CHF | 98.42% | 98.42% |
12/11/2024 | 0.05% | 22.86 CHF | 22.87 CHF | 55,000 | 55,000 | 22,144 | 22,144 | 501,565 CHF | 501,786 CHF | 98.66% | 98.66% |
11/11/2024 | 0.04% | 22.49 CHF | 22.50 CHF | 60,000 | 60,000 | 22,898 | 22,898 | 517,021 CHF | 517,251 CHF | 99.08% | 99.08% |
08/11/2024 | 0.04% | 22.58 CHF | 22.59 CHF | 60,000 | 60,000 | 22,841 | 22,841 | 517,825 CHF | 518,054 CHF | 99.08% | 99.08% |
07/11/2024 | 0.05% | 22.55 CHF | 22.56 CHF | 60,000 | 60,000 | 23,673 | 23,673 | 531,691 CHF | 531,928 CHF | 99.49% | 99.49% |