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% | 22.23 CHF | 22.24 CHF | 60,000 | 60,000 | 23,101 | 23,101 | 516,215 CHF | 516,446 CHF | 99.79% | 99.79% |
19/11/2024 | 0.05% | 21.90 CHF | 21.91 CHF | 60,000 | 60,000 | 23,811 | 23,811 | 515,130 CHF | 515,369 CHF | 97.53% | 97.53% |
18/11/2024 | 0.05% | 21.38 CHF | 21.39 CHF | 60,000 | 60,000 | 23,291 | 23,291 | 493,406 CHF | 493,640 CHF | 98.77% | 98.77% |
15/11/2024 | 0.05% | 21.87 CHF | 21.88 CHF | 60,000 | 60,000 | 23,572 | 23,572 | 522,463 CHF | 522,699 CHF | 99.42% | 99.42% |
14/11/2024 | 0.04% | 22.87 CHF | 22.88 CHF | 55,000 | 55,000 | 22,059 | 22,059 | 501,298 CHF | 501,519 CHF | 99.95% | 99.95% |
13/11/2024 | 0.04% | 22.54 CHF | 22.55 CHF | 60,000 | 60,000 | 22,368 | 22,368 | 506,686 CHF | 506,910 CHF | 99.95% | 99.95% |
12/11/2024 | 0.05% | 22.63 CHF | 22.64 CHF | 55,000 | 55,000 | 22,559 | 22,559 | 505,782 CHF | 506,008 CHF | 99.95% | 99.95% |
11/11/2024 | 0.05% | 22.26 CHF | 22.27 CHF | 60,000 | 60,000 | 23,160 | 23,160 | 517,415 CHF | 517,647 CHF | 99.80% | 99.80% |
08/11/2024 | 0.05% | 22.35 CHF | 22.36 CHF | 60,000 | 60,000 | 23,157 | 23,157 | 519,609 CHF | 519,841 CHF | 99.96% | 99.96% |
07/11/2024 | 0.05% | 22.32 CHF | 22.33 CHF | 60,000 | 60,000 | 23,772 | 23,772 | 528,390 CHF | 528,628 CHF | 99.76% | 99.76% |