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 | 0.39% | 24.09 CHF | 24.19 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 48,962 CHF | 49,153 CHF | 99.55% | 99.55% |
19/11/2024 | 0.41% | 24.06 CHF | 24.16 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 47,976 CHF | 48,171 CHF | 99.44% | 99.49% |
18/11/2024 | 0.39% | 24.64 CHF | 24.74 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 47,799 CHF | 47,987 CHF | 99.53% | 99.53% |
15/11/2024 | 0.41% | 23.37 CHF | 23.47 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 47,144 CHF | 47,336 CHF | 98.85% | 98.85% |
14/11/2024 | 0.41% | 24.00 CHF | 24.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 46,988 CHF | 47,182 CHF | 99.53% | 99.53% |
13/11/2024 | 0.44% | 22.50 CHF | 22.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 45,970 CHF | 46,172 CHF | 99.55% | 99.55% |
12/11/2024 | 0.44% | 23.41 CHF | 23.52 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 48,877 CHF | 49,092 CHF | 99.55% | 99.55% |
11/11/2024 | 0.41% | 25.73 CHF | 25.84 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 50,767 CHF | 50,978 CHF | 99.56% | 99.56% |
08/11/2024 | 0.42% | 24.96 CHF | 25.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 50,178 CHF | 50,389 CHF | 99.52% | 99.52% |
07/11/2024 | 0.43% | 25.24 CHF | 25.35 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 50,682 CHF | 50,899 CHF | 99.57% | 99.57% |