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% | 21.77 CHF | 21.78 CHF | 60,000 | 60,000 | 22,621 | 22,621 | 495,366 CHF | 495,593 CHF | 98.51% | 98.51% |
19/11/2024 | 0.05% | 21.45 CHF | 21.46 CHF | 60,000 | 60,000 | 23,620 | 23,620 | 500,443 CHF | 500,680 CHF | 96.73% | 96.73% |
18/11/2024 | 0.05% | 20.93 CHF | 20.94 CHF | 60,000 | 60,000 | 23,129 | 23,129 | 479,600 CHF | 479,832 CHF | 96.82% | 96.82% |
15/11/2024 | 0.05% | 21.42 CHF | 21.43 CHF | 60,000 | 60,000 | 23,073 | 23,073 | 501,119 CHF | 501,350 CHF | 98.05% | 98.05% |
14/11/2024 | 0.05% | 22.42 CHF | 22.43 CHF | 55,000 | 55,000 | 21,669 | 21,669 | 482,630 CHF | 482,847 CHF | 98.67% | 98.67% |
13/11/2024 | 0.05% | 22.09 CHF | 22.10 CHF | 60,000 | 60,000 | 21,872 | 21,872 | 485,590 CHF | 485,809 CHF | 98.53% | 98.53% |
12/11/2024 | 0.05% | 22.17 CHF | 22.18 CHF | 55,000 | 55,000 | 22,137 | 22,137 | 486,231 CHF | 486,453 CHF | 98.64% | 98.64% |
11/11/2024 | 0.05% | 21.81 CHF | 21.82 CHF | 60,000 | 60,000 | 22,903 | 22,903 | 501,464 CHF | 501,693 CHF | 99.09% | 99.09% |
08/11/2024 | 0.05% | 21.90 CHF | 21.91 CHF | 60,000 | 60,000 | 22,843 | 22,843 | 502,361 CHF | 502,590 CHF | 99.10% | 99.10% |
07/11/2024 | 0.05% | 21.88 CHF | 21.89 CHF | 60,000 | 60,000 | 23,677 | 23,677 | 515,723 CHF | 515,960 CHF | 99.50% | 99.50% |