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 | 0.24% | 25.08 CHF | 25.11 CHF | 18,000 | 18,000 | 8,717 | 8,717 | 211,153 CHF | 211,578 CHF | 98.96% | 98.96% |
22/11/2024 | 0.24% | 24.01 CHF | 24.04 CHF | 19,000 | 19,000 | 8,878 | 8,878 | 208,462 CHF | 208,878 CHF | 94.68% | 94.68% |
20/11/2024 | 0.22% | 25.01 CHF | 25.04 CHF | 18,000 | 18,000 | 8,144 | 8,144 | 210,724 CHF | 211,108 CHF | 98.90% | 98.90% |
19/11/2024 | 0.23% | 25.31 CHF | 25.34 CHF | 18,000 | 18,000 | 8,262 | 8,262 | 209,500 CHF | 209,888 CHF | 96.77% | 96.77% |
18/11/2024 | 0.23% | 24.86 CHF | 24.89 CHF | 18,000 | 18,000 | 8,387 | 8,387 | 200,433 CHF | 200,810 CHF | 99.48% | 99.48% |
15/11/2024 | 0.22% | 22.64 CHF | 22.67 CHF | 20,000 | 20,000 | 8,962 | 8,962 | 197,983 CHF | 198,351 CHF | 97.90% | 97.90% |
14/11/2024 | 0.21% | 21.60 CHF | 21.63 CHF | 20,000 | 20,000 | 9,090 | 9,090 | 205,046 CHF | 205,416 CHF | 93.27% | 93.27% |
13/11/2024 | 0.28% | 25.13 CHF | 25.15 CHF | 18,000 | 18,000 | 8,448 | 8,448 | 210,065 CHF | 210,491 CHF | 85.29% | 85.29% |
12/11/2024 | 0.22% | 24.02 CHF | 24.04 CHF | 19,000 | 19,000 | 9,861 | 9,861 | 249,247 CHF | 249,645 CHF | 67.04% | 67.04% |
11/11/2024 | 0.15% | 25.16 CHF | 25.18 CHF | 18,000 | 18,000 | 9,160 | 9,160 | 224,111 CHF | 224,380 CHF | 79.35% | 79.35% |