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% | 21.82 CHF | 21.83 CHF | 60,000 | 60,000 | 23,100 | 23,100 | 506,832 CHF | 507,064 CHF | 99.78% | 99.78% |
19/11/2024 | 0.05% | 21.50 CHF | 21.51 CHF | 60,000 | 60,000 | 23,811 | 23,811 | 505,552 CHF | 505,790 CHF | 97.53% | 97.53% |
18/11/2024 | 0.05% | 20.98 CHF | 20.99 CHF | 60,000 | 60,000 | 23,284 | 23,284 | 483,836 CHF | 484,069 CHF | 98.78% | 98.78% |
15/11/2024 | 0.05% | 21.47 CHF | 21.48 CHF | 60,000 | 60,000 | 23,572 | 23,572 | 512,917 CHF | 513,153 CHF | 99.42% | 99.42% |
14/11/2024 | 0.05% | 22.47 CHF | 22.48 CHF | 55,000 | 55,000 | 22,065 | 22,065 | 492,487 CHF | 492,708 CHF | 99.95% | 99.95% |
13/11/2024 | 0.05% | 22.14 CHF | 22.15 CHF | 60,000 | 60,000 | 22,368 | 22,368 | 497,666 CHF | 497,890 CHF | 99.94% | 99.94% |
12/11/2024 | 0.05% | 22.22 CHF | 22.23 CHF | 55,000 | 55,000 | 22,559 | 22,559 | 496,711 CHF | 496,937 CHF | 99.95% | 99.95% |
11/11/2024 | 0.05% | 21.86 CHF | 21.87 CHF | 60,000 | 60,000 | 23,160 | 23,160 | 508,170 CHF | 508,402 CHF | 99.81% | 99.81% |
08/11/2024 | 0.05% | 21.95 CHF | 21.96 CHF | 60,000 | 60,000 | 23,157 | 23,157 | 510,382 CHF | 510,614 CHF | 99.96% | 99.96% |
07/11/2024 | 0.05% | 21.92 CHF | 21.93 CHF | 60,000 | 60,000 | 23,774 | 23,774 | 518,997 CHF | 519,235 CHF | 99.76% | 99.76% |