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% | 22.53 CHF | 22.54 CHF | 60,000 | 60,000 | 23,100 | 23,100 | 523,253 CHF | 523,485 CHF | 99.78% | 99.78% |
19/11/2024 | 0.05% | 22.20 CHF | 22.21 CHF | 60,000 | 60,000 | 23,811 | 23,811 | 522,407 CHF | 522,645 CHF | 97.53% | 97.53% |
18/11/2024 | 0.05% | 21.69 CHF | 21.70 CHF | 60,000 | 60,000 | 23,285 | 23,285 | 500,408 CHF | 500,641 CHF | 98.78% | 98.78% |
15/11/2024 | 0.05% | 22.18 CHF | 22.19 CHF | 60,000 | 60,000 | 23,572 | 23,572 | 529,708 CHF | 529,944 CHF | 99.42% | 99.42% |
14/11/2024 | 0.04% | 23.18 CHF | 23.19 CHF | 55,000 | 55,000 | 22,059 | 22,059 | 508,024 CHF | 508,245 CHF | 99.95% | 99.95% |
13/11/2024 | 0.04% | 22.85 CHF | 22.86 CHF | 60,000 | 60,000 | 22,369 | 22,369 | 513,545 CHF | 513,769 CHF | 99.95% | 99.95% |
12/11/2024 | 0.05% | 22.93 CHF | 22.94 CHF | 55,000 | 55,000 | 22,558 | 22,558 | 512,599 CHF | 512,825 CHF | 99.95% | 99.95% |
11/11/2024 | 0.04% | 22.56 CHF | 22.57 CHF | 60,000 | 60,000 | 23,158 | 23,158 | 524,430 CHF | 524,662 CHF | 99.80% | 99.80% |
08/11/2024 | 0.04% | 22.65 CHF | 22.66 CHF | 60,000 | 60,000 | 23,157 | 23,157 | 526,562 CHF | 526,794 CHF | 99.95% | 99.95% |
07/11/2024 | 0.05% | 22.62 CHF | 22.63 CHF | 60,000 | 60,000 | 23,772 | 23,772 | 535,563 CHF | 535,801 CHF | 99.76% | 99.76% |