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 | 0.05% | 19.10 CHF | 19.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,764,240 CHF | 5,767,240 CHF | 100.00% | 100.00% |
19/11/2024 | 0.05% | 19.08 CHF | 19.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,725,740 CHF | 5,728,740 CHF | 100.00% | 100.00% |
18/11/2024 | 0.05% | 19.31 CHF | 19.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,778,320 CHF | 5,781,320 CHF | 97.77% | 97.77% |
15/11/2024 | 0.05% | 19.26 CHF | 19.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,811,900 CHF | 5,814,900 CHF | 100.00% | 100.00% |
14/11/2024 | 0.05% | 19.63 CHF | 19.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,850,820 CHF | 5,853,820 CHF | 100.00% | 100.00% |
13/11/2024 | 0.05% | 19.43 CHF | 19.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,818,930 CHF | 5,821,930 CHF | 99.73% | 99.73% |
12/11/2024 | 0.05% | 19.44 CHF | 19.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,889,060 CHF | 5,892,060 CHF | 100.00% | 100.00% |
11/11/2024 | 0.05% | 19.88 CHF | 19.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,968,750 CHF | 5,971,750 CHF | 100.00% | 100.00% |
08/11/2024 | 0.05% | 19.66 CHF | 19.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,912,290 CHF | 5,915,290 CHF | 100.00% | 100.00% |
07/11/2024 | 0.05% | 19.91 CHF | 19.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,984,670 CHF | 5,987,670 CHF | 99.67% | 99.67% |