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% | 22.07 CHF | 22.12 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,070 CHF | 116,335 CHF | 99.52% | 99.57% |
19/11/2024 | 0.24% | 23.25 CHF | 23.31 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,137 CHF | 116,413 CHF | 99.56% | 99.56% |
18/11/2024 | 0.22% | 25.09 CHF | 25.15 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 124,815 CHF | 125,086 CHF | 99.57% | 99.57% |
15/11/2024 | 0.21% | 24.42 CHF | 24.47 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 121,928 CHF | 122,190 CHF | 98.94% | 98.94% |
14/11/2024 | 0.22% | 23.54 CHF | 23.58 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 113,809 CHF | 114,062 CHF | 99.55% | 99.55% |
13/11/2024 | 0.25% | 21.12 CHF | 21.17 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 107,673 CHF | 107,938 CHF | 99.56% | 99.56% |
12/11/2024 | 0.23% | 22.48 CHF | 22.53 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 119,945 CHF | 120,223 CHF | 99.54% | 99.54% |
11/11/2024 | 0.23% | 24.30 CHF | 24.35 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 118,526 CHF | 118,798 CHF | 99.59% | 99.59% |
08/11/2024 | 0.25% | 22.93 CHF | 22.99 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 118,045 CHF | 118,341 CHF | 99.51% | 99.51% |
07/11/2024 | 0.21% | 26.60 CHF | 26.65 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 129,323 CHF | 129,600 CHF | 99.47% | 99.47% |