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% | 22.37 CHF | 22.38 CHF | 60,000 | 60,000 | 22,640 | 22,640 | 509,244 CHF | 509,471 CHF | 98.56% | 98.56% |
19/11/2024 | 0.05% | 22.04 CHF | 22.05 CHF | 60,000 | 60,000 | 23,622 | 23,622 | 514,442 CHF | 514,679 CHF | 96.73% | 96.73% |
18/11/2024 | 0.05% | 21.52 CHF | 21.53 CHF | 60,000 | 60,000 | 23,135 | 23,135 | 493,504 CHF | 493,736 CHF | 96.84% | 96.84% |
15/11/2024 | 0.05% | 22.01 CHF | 22.02 CHF | 60,000 | 60,000 | 23,100 | 23,100 | 515,459 CHF | 515,691 CHF | 98.13% | 98.13% |
14/11/2024 | 0.04% | 23.01 CHF | 23.02 CHF | 55,000 | 55,000 | 21,663 | 21,663 | 495,406 CHF | 495,623 CHF | 98.75% | 98.75% |
13/11/2024 | 0.04% | 22.68 CHF | 22.69 CHF | 60,000 | 60,000 | 21,887 | 21,887 | 498,862 CHF | 499,081 CHF | 98.57% | 98.57% |
12/11/2024 | 0.05% | 22.77 CHF | 22.78 CHF | 55,000 | 55,000 | 22,139 | 22,139 | 499,348 CHF | 499,569 CHF | 98.67% | 98.67% |
11/11/2024 | 0.05% | 22.40 CHF | 22.41 CHF | 60,000 | 60,000 | 22,902 | 22,902 | 514,928 CHF | 515,158 CHF | 99.09% | 99.09% |
08/11/2024 | 0.05% | 22.49 CHF | 22.50 CHF | 60,000 | 60,000 | 22,860 | 22,860 | 516,109 CHF | 516,338 CHF | 99.10% | 99.10% |
07/11/2024 | 0.05% | 22.46 CHF | 22.47 CHF | 60,000 | 60,000 | 23,648 | 23,648 | 528,905 CHF | 529,141 CHF | 99.46% | 99.46% |