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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.25% | 24.70 CHF | 24.73 CHF | 18,000 | 18,000 | 8,701 | 8,701 | 207,606 CHF | 208,031 CHF | 100.00% | 100.00% |
22/11/2024 | 0.25% | 23.65 CHF | 23.68 CHF | 19,000 | 19,000 | 8,745 | 8,745 | 202,109 CHF | 202,523 CHF | 99.59% | 99.59% |
20/11/2024 | 0.23% | 24.64 CHF | 24.67 CHF | 18,000 | 18,000 | 8,092 | 8,092 | 206,189 CHF | 206,572 CHF | 99.02% | 99.02% |
19/11/2024 | 0.24% | 24.93 CHF | 24.96 CHF | 18,000 | 18,000 | 8,142 | 8,142 | 203,357 CHF | 203,742 CHF | 99.89% | 99.89% |
18/11/2024 | 0.24% | 24.49 CHF | 24.52 CHF | 18,000 | 18,000 | 8,385 | 8,385 | 197,366 CHF | 197,742 CHF | 99.46% | 99.46% |
15/11/2024 | 0.23% | 22.30 CHF | 22.33 CHF | 20,000 | 20,000 | 8,926 | 8,926 | 194,206 CHF | 194,573 CHF | 99.72% | 99.72% |
14/11/2024 | 0.22% | 21.27 CHF | 21.30 CHF | 20,000 | 20,000 | 8,931 | 8,931 | 198,567 CHF | 198,934 CHF | 98.38% | 98.38% |
13/11/2024 | 0.28% | 24.75 CHF | 24.77 CHF | 18,000 | 18,000 | 8,472 | 8,472 | 207,991 CHF | 208,418 CHF | 98.06% | 98.06% |
12/11/2024 | 0.24% | 23.66 CHF | 23.68 CHF | 19,000 | 19,000 | 8,921 | 8,921 | 221,917 CHF | 222,321 CHF | 88.94% | 88.94% |
11/11/2024 | 0.16% | 24.79 CHF | 24.81 CHF | 18,000 | 18,000 | 8,659 | 8,659 | 208,554 CHF | 208,819 CHF | 97.44% | 97.44% |