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 | 0.27% | 18.44 CHF | 18.49 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 19,087 CHF | 19,138 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 19.49 CHF | 19.54 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 19,476 CHF | 19,530 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 21.24 CHF | 21.29 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 21,062 CHF | 21,116 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 20.87 CHF | 20.92 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,832 CHF | 20,884 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 20.14 CHF | 20.19 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,014 CHF | 20,068 CHF | 99.99% | 99.99% |
13/11/2024 | 0.28% | 19.40 CHF | 19.45 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 19,860 CHF | 19,915 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 19.68 CHF | 19.74 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,638 CHF | 20,699 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 21.84 CHF | 21.90 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 21,619 CHF | 21,677 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 20.36 CHF | 20.42 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,289 CHF | 20,345 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 20.38 CHF | 20.44 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 21,375 CHF | 21,437 CHF | 100.00% | 100.00% |