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 | 0.88% | 22.24 CHF | 22.44 CHF | 750 | 750 | 750 | 750 | 17,232 CHF | 17,384 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 23.08 CHF | 23.28 CHF | 750 | 750 | 750 | 750 | 17,294 CHF | 17,447 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 22.83 CHF | 23.03 CHF | 750 | 750 | 750 | 750 | 16,942 CHF | 17,090 CHF | 100.00% | 100.00% |
15/11/2024 | 0.92% | 21.89 CHF | 22.09 CHF | 750 | 750 | 750 | 750 | 16,426 CHF | 16,579 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 22.59 CHF | 22.81 CHF | 750 | 750 | 750 | 750 | 16,614 CHF | 16,759 CHF | 100.00% | 100.00% |
13/11/2024 | 0.89% | 21.91 CHF | 22.11 CHF | 750 | 750 | 750 | 750 | 16,452 CHF | 16,599 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 23.17 CHF | 23.38 CHF | 750 | 750 | 750 | 750 | 17,557 CHF | 17,711 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 24.77 CHF | 24.97 CHF | 750 | 750 | 750 | 750 | 18,683 CHF | 18,838 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 24.96 CHF | 25.17 CHF | 750 | 750 | 750 | 750 | 18,783 CHF | 18,939 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 25.04 CHF | 25.25 CHF | 750 | 750 | 750 | 750 | 19,140 CHF | 19,296 CHF | 100.00% | 100.00% |