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% | 18.61 CHF | 18.62 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 756,126 CHF | 756,526 CHF | 100.00% | 100.00% |
19/11/2024 | 0.05% | 18.64 CHF | 18.65 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 739,334 CHF | 739,734 CHF | 100.00% | 100.00% |
18/11/2024 | 0.05% | 18.72 CHF | 18.73 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 743,297 CHF | 743,697 CHF | 99.58% | 99.58% |
15/11/2024 | 0.05% | 18.63 CHF | 18.64 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 755,775 CHF | 756,175 CHF | 100.00% | 100.00% |
14/11/2024 | 0.05% | 19.43 CHF | 19.44 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 782,389 CHF | 782,789 CHF | 100.00% | 100.00% |
13/11/2024 | 0.05% | 19.41 CHF | 19.42 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 772,724 CHF | 773,124 CHF | 100.00% | 100.00% |
12/11/2024 | 0.05% | 19.37 CHF | 19.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 777,552 CHF | 777,952 CHF | 100.00% | 100.00% |
11/11/2024 | 0.05% | 19.51 CHF | 19.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 781,901 CHF | 782,301 CHF | 100.00% | 100.00% |
08/11/2024 | 0.05% | 19.25 CHF | 19.26 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 761,241 CHF | 761,641 CHF | 100.00% | 100.00% |
07/11/2024 | 0.05% | 18.93 CHF | 18.94 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 754,073 CHF | 754,473 CHF | 99.67% | 99.67% |