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 | 0.92% | 19.24 CHF | 19.42 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,059 CHF | 39,421 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 19.55 CHF | 19.73 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,170 CHF | 39,541 CHF | 100.00% | 100.00% |
18/11/2024 | 0.92% | 20.12 CHF | 20.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 40,207 CHF | 40,579 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 20.19 CHF | 20.38 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 40,962 CHF | 41,330 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 20.83 CHF | 20.97 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 41,128 CHF | 41,448 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 20.15 CHF | 20.31 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 40,514 CHF | 40,839 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 20.25 CHF | 20.42 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 41,249 CHF | 41,591 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 21.69 CHF | 21.86 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 42,798 CHF | 43,136 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 21.22 CHF | 21.39 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 42,648 CHF | 42,995 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 22.10 CHF | 22.28 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 44,385 CHF | 44,734 CHF | 100.00% | 100.00% |