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% | 22.17 CHF | 22.18 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,684,360 CHF | 561,703 CHF | 99.42% | 99.42% |
19/11/2024 | 0.05% | 21.85 CHF | 21.86 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,613,030 CHF | 537,926 CHF | 98.85% | 98.85% |
18/11/2024 | 0.05% | 21.33 CHF | 21.34 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,587,230 CHF | 529,325 CHF | 97.69% | 97.69% |
15/11/2024 | 0.04% | 21.83 CHF | 21.84 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,670,210 CHF | 556,988 CHF | 99.43% | 99.43% |
14/11/2024 | 0.04% | 22.82 CHF | 22.83 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,699,770 CHF | 566,841 CHF | 99.41% | 99.41% |
13/11/2024 | 0.04% | 22.49 CHF | 22.50 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,698,360 CHF | 566,369 CHF | 79.10% | 79.10% |
12/11/2024 | 0.05% | 22.57 CHF | 22.58 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,660,860 CHF | 553,870 CHF | 96.90% | 96.90% |
11/11/2024 | 0.04% | 22.21 CHF | 22.22 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,680,350 CHF | 560,365 CHF | 99.46% | 99.46% |
08/11/2024 | 0.04% | 22.30 CHF | 22.31 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,684,540 CHF | 561,765 CHF | 90.71% | 90.71% |
07/11/2024 | 0.05% | 22.27 CHF | 22.28 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,655,170 CHF | 551,974 CHF | 98.70% | 98.70% |