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 | 0.03% | 32.95 CHF | 32.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,158,040 CHF | 4,159,290 CHF | 100.00% | 100.00% |
19/11/2024 | 0.03% | 32.95 CHF | 32.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,101,690 CHF | 4,102,940 CHF | 99.99% | 99.99% |
18/11/2024 | 0.03% | 33.12 CHF | 33.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,123,840 CHF | 4,125,090 CHF | 99.55% | 99.55% |
15/11/2024 | 0.03% | 33.06 CHF | 33.07 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,168,800 CHF | 4,170,050 CHF | 100.00% | 100.00% |
14/11/2024 | 0.03% | 33.91 CHF | 33.92 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,258,670 CHF | 4,259,920 CHF | 100.00% | 100.00% |
13/11/2024 | 0.03% | 33.88 CHF | 33.89 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,218,390 CHF | 4,219,640 CHF | 99.95% | 99.95% |
12/11/2024 | 0.03% | 33.79 CHF | 33.80 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,233,070 CHF | 4,234,320 CHF | 100.00% | 100.00% |
11/11/2024 | 0.03% | 33.93 CHF | 33.94 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,243,950 CHF | 4,245,200 CHF | 100.00% | 100.00% |
08/11/2024 | 0.03% | 33.58 CHF | 33.59 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,166,280 CHF | 4,167,530 CHF | 100.00% | 100.00% |
07/11/2024 | 0.03% | 33.21 CHF | 33.22 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,145,080 CHF | 4,146,330 CHF | 99.68% | 99.68% |