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 | 0.06% | 17.89 CHF | 17.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,400,910 CHF | 5,403,910 CHF | 100.00% | 100.00% |
19/11/2024 | 0.06% | 17.87 CHF | 17.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,362,490 CHF | 5,365,490 CHF | 100.00% | 100.00% |
18/11/2024 | 0.06% | 18.10 CHF | 18.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,415,120 CHF | 5,418,120 CHF | 97.78% | 97.78% |
15/11/2024 | 0.06% | 18.05 CHF | 18.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,448,830 CHF | 5,451,830 CHF | 100.00% | 100.00% |
14/11/2024 | 0.05% | 18.42 CHF | 18.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,487,790 CHF | 5,490,790 CHF | 100.00% | 100.00% |
13/11/2024 | 0.05% | 18.22 CHF | 18.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,455,930 CHF | 5,458,930 CHF | 99.73% | 99.73% |
12/11/2024 | 0.05% | 18.23 CHF | 18.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,526,130 CHF | 5,529,130 CHF | 100.00% | 100.00% |
11/11/2024 | 0.05% | 18.67 CHF | 18.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,605,830 CHF | 5,608,830 CHF | 100.00% | 100.00% |
08/11/2024 | 0.05% | 18.45 CHF | 18.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,549,550 CHF | 5,552,550 CHF | 100.00% | 100.00% |
07/11/2024 | 0.05% | 18.70 CHF | 18.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,621,990 CHF | 5,624,990 CHF | 99.68% | 99.68% |