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 | 0.23% | 24.25 CHF | 24.28 CHF | 18,000 | 18,000 | 8,145 | 8,145 | 204,584 CHF | 204,968 CHF | 98.90% | 98.90% |
19/11/2024 | 0.24% | 24.56 CHF | 24.59 CHF | 18,000 | 18,000 | 8,259 | 8,259 | 203,199 CHF | 203,585 CHF | 95.08% | 95.08% |
18/11/2024 | 0.24% | 24.10 CHF | 24.13 CHF | 18,000 | 18,000 | 8,387 | 8,387 | 194,071 CHF | 194,447 CHF | 99.48% | 99.48% |
15/11/2024 | 0.23% | 21.88 CHF | 21.91 CHF | 20,000 | 20,000 | 8,962 | 8,962 | 191,176 CHF | 191,544 CHF | 97.90% | 97.90% |
14/11/2024 | 0.22% | 20.84 CHF | 20.87 CHF | 20,000 | 20,000 | 9,037 | 9,037 | 197,014 CHF | 197,384 CHF | 93.12% | 93.12% |
13/11/2024 | 0.29% | 24.37 CHF | 24.39 CHF | 18,000 | 18,000 | 8,451 | 8,451 | 203,676 CHF | 204,103 CHF | 83.89% | 83.89% |
12/11/2024 | 0.22% | 23.27 CHF | 23.29 CHF | 19,000 | 19,000 | 9,804 | 9,804 | 240,445 CHF | 240,843 CHF | 67.30% | 67.30% |
11/11/2024 | 0.15% | 24.41 CHF | 24.43 CHF | 18,000 | 18,000 | 9,200 | 9,200 | 218,135 CHF | 218,404 CHF | 78.95% | 78.95% |
08/11/2024 | 0.18% | 19.60 CHF | 19.62 CHF | 21,000 | 21,000 | 9,978 | 9,978 | 190,120 CHF | 190,404 CHF | 99.04% | 99.04% |
07/11/2024 | 0.19% | 18.41 CHF | 18.43 CHF | 22,000 | 22,000 | 10,633 | 10,633 | 189,618 CHF | 189,918 CHF | 96.57% | 96.57% |