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 | 0.23% | 24.50 CHF | 24.53 CHF | 18,000 | 18,000 | 8,145 | 8,145 | 206,588 CHF | 206,972 CHF | 98.89% | 98.89% |
19/11/2024 | 0.24% | 24.80 CHF | 24.83 CHF | 18,000 | 18,000 | 8,263 | 8,263 | 205,302 CHF | 205,690 CHF | 96.77% | 96.77% |
18/11/2024 | 0.24% | 24.35 CHF | 24.38 CHF | 18,000 | 18,000 | 8,387 | 8,387 | 196,147 CHF | 196,523 CHF | 99.47% | 99.47% |
15/11/2024 | 0.23% | 22.13 CHF | 22.16 CHF | 20,000 | 20,000 | 8,962 | 8,962 | 193,388 CHF | 193,756 CHF | 97.90% | 97.90% |
14/11/2024 | 0.22% | 21.09 CHF | 21.12 CHF | 20,000 | 20,000 | 9,081 | 9,081 | 200,211 CHF | 200,581 CHF | 93.35% | 93.35% |
13/11/2024 | 0.28% | 24.62 CHF | 24.64 CHF | 18,000 | 18,000 | 8,433 | 8,433 | 205,407 CHF | 205,833 CHF | 85.48% | 85.48% |
12/11/2024 | 0.22% | 23.51 CHF | 23.53 CHF | 19,000 | 19,000 | 9,767 | 9,767 | 241,849 CHF | 242,248 CHF | 67.17% | 67.17% |
11/11/2024 | 0.15% | 24.66 CHF | 24.68 CHF | 18,000 | 18,000 | 9,162 | 9,162 | 219,427 CHF | 219,696 CHF | 81.37% | 81.37% |
08/11/2024 | 0.18% | 19.84 CHF | 19.86 CHF | 21,000 | 21,000 | 9,977 | 9,977 | 192,514 CHF | 192,799 CHF | 99.04% | 99.04% |
07/11/2024 | 0.19% | 18.65 CHF | 18.67 CHF | 22,000 | 22,000 | 10,663 | 10,663 | 192,742 CHF | 193,042 CHF | 96.75% | 96.75% |