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 | 0.04% | 22.50 CHF | 22.51 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,843,480 CHF | 2,844,730 CHF | 100.00% | 100.00% |
19/11/2024 | 0.04% | 22.58 CHF | 22.59 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,809,690 CHF | 2,810,940 CHF | 100.00% | 100.00% |
18/11/2024 | 0.04% | 22.92 CHF | 22.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,864,510 CHF | 2,865,760 CHF | 100.00% | 100.00% |
15/11/2024 | 0.04% | 22.98 CHF | 22.99 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,886,050 CHF | 2,887,300 CHF | 100.00% | 100.00% |
14/11/2024 | 0.04% | 23.16 CHF | 23.17 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,883,450 CHF | 2,884,700 CHF | 100.00% | 100.00% |
13/11/2024 | 0.04% | 22.52 CHF | 22.53 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,831,170 CHF | 2,832,420 CHF | 100.00% | 100.00% |
12/11/2024 | 0.04% | 22.67 CHF | 22.68 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,884,630 CHF | 2,885,880 CHF | 100.00% | 100.00% |
11/11/2024 | 0.04% | 23.52 CHF | 23.53 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,943,290 CHF | 2,944,540 CHF | 100.00% | 100.00% |
08/11/2024 | 0.04% | 23.07 CHF | 23.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,894,030 CHF | 2,895,280 CHF | 100.00% | 100.00% |
07/11/2024 | 0.04% | 23.50 CHF | 23.51 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,923,140 CHF | 2,924,390 CHF | 99.43% | 99.43% |