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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.00% | 25.07 CHF | 25.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 374,355 CHF | 378,105 CHF | 100.00% | 100.00% |
20/11/2024 | 1.00% | 24.63 CHF | 24.88 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 371,366 CHF | 375,116 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 24.59 CHF | 24.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 368,668 CHF | 372,418 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 24.73 CHF | 24.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 370,296 CHF | 374,046 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 24.68 CHF | 24.93 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 371,955 CHF | 375,705 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 24.97 CHF | 25.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 374,509 CHF | 378,259 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 24.83 CHF | 25.08 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 372,620 CHF | 376,370 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 24.82 CHF | 25.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 374,959 CHF | 378,709 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 25.12 CHF | 25.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 376,323 CHF | 380,073 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 24.86 CHF | 25.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 373,648 CHF | 377,398 CHF | 100.00% | 100.00% |