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% | 21.42 CHF | 21.43 CHF | 60,000 | 60,000 | 23,099 | 23,099 | 497,690 CHF | 497,921 CHF | 99.78% | 99.78% |
19/11/2024 | 0.05% | 21.10 CHF | 21.11 CHF | 60,000 | 60,000 | 23,811 | 23,811 | 496,186 CHF | 496,424 CHF | 97.53% | 97.53% |
18/11/2024 | 0.05% | 20.58 CHF | 20.59 CHF | 60,000 | 60,000 | 23,290 | 23,290 | 474,756 CHF | 474,990 CHF | 98.77% | 98.77% |
15/11/2024 | 0.05% | 21.07 CHF | 21.08 CHF | 60,000 | 60,000 | 23,572 | 23,572 | 503,617 CHF | 503,853 CHF | 99.42% | 99.42% |
14/11/2024 | 0.05% | 22.07 CHF | 22.08 CHF | 55,000 | 55,000 | 22,060 | 22,060 | 483,627 CHF | 483,848 CHF | 99.95% | 99.95% |
13/11/2024 | 0.05% | 21.75 CHF | 21.76 CHF | 60,000 | 60,000 | 22,368 | 22,368 | 488,896 CHF | 489,120 CHF | 99.94% | 99.94% |
12/11/2024 | 0.05% | 21.83 CHF | 21.84 CHF | 55,000 | 55,000 | 22,560 | 22,560 | 487,852 CHF | 488,078 CHF | 99.95% | 99.95% |
11/11/2024 | 0.05% | 21.47 CHF | 21.48 CHF | 60,000 | 60,000 | 23,158 | 23,158 | 499,036 CHF | 499,268 CHF | 99.80% | 99.80% |
08/11/2024 | 0.05% | 21.57 CHF | 21.58 CHF | 60,000 | 60,000 | 23,160 | 23,160 | 501,478 CHF | 501,710 CHF | 99.97% | 99.97% |
07/11/2024 | 0.05% | 21.54 CHF | 21.55 CHF | 60,000 | 60,000 | 23,773 | 23,773 | 509,737 CHF | 509,975 CHF | 99.76% | 99.76% |