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 | 0.07% | 15.23 CHF | 15.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,532,700 CHF | 4,535,700 CHF | 98.81% | 98.81% |
20/11/2024 | 0.07% | 14.57 CHF | 14.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,324,900 CHF | 4,327,900 CHF | 99.07% | 99.07% |
19/11/2024 | 0.07% | 14.31 CHF | 14.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,311,670 CHF | 4,314,670 CHF | 98.42% | 98.42% |
18/11/2024 | 0.07% | 14.27 CHF | 14.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,244,150 CHF | 4,247,150 CHF | 98.63% | 98.63% |
15/11/2024 | 0.07% | 13.96 CHF | 13.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,176,040 CHF | 4,179,040 CHF | 98.66% | 98.66% |
14/11/2024 | 0.07% | 13.94 CHF | 13.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,146,010 CHF | 4,149,010 CHF | 98.88% | 98.88% |
13/11/2024 | 0.07% | 14.15 CHF | 14.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,257,300 CHF | 4,260,300 CHF | 98.44% | 98.44% |
12/11/2024 | 0.07% | 14.11 CHF | 14.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,235,890 CHF | 4,238,890 CHF | 98.68% | 98.68% |
11/11/2024 | 0.07% | 14.21 CHF | 14.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,356,610 CHF | 4,359,610 CHF | 98.91% | 98.91% |
08/11/2024 | 0.07% | 14.75 CHF | 14.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,424,940 CHF | 4,427,940 CHF | 99.06% | 99.06% |