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 | 0.31% | 19.34 CHF | 19.40 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 57,070 CHF | 57,245 CHF | 99.26% | 99.28% |
20/11/2024 | 0.31% | 19.12 CHF | 19.18 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 57,561 CHF | 57,741 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 19.04 CHF | 19.10 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 55,817 CHF | 55,997 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 19.20 CHF | 19.26 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 56,704 CHF | 56,885 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 19.36 CHF | 19.42 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 58,366 CHF | 58,548 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 19.69 CHF | 19.75 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 57,232 CHF | 57,402 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 18.43 CHF | 18.49 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 56,121 CHF | 56,293 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 18.82 CHF | 18.88 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 57,562 CHF | 57,742 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 20.09 CHF | 20.15 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 60,725 CHF | 60,905 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 19.99 CHF | 20.05 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 60,354 CHF | 60,535 CHF | 100.00% | 100.00% |