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 | 0.14% | 71.50 CHF | 71.60 CHF | 60,300 | 60,300 | 60,300 | 60,300 | 4,375,580 CHF | 4,381,610 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 71.40 CHF | 71.50 CHF | 59,800 | 59,800 | 59,800 | 59,800 | 4,258,340 CHF | 4,264,320 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 73.30 CHF | 73.40 CHF | 59,600 | 59,600 | 59,600 | 59,600 | 4,346,890 CHF | 4,352,850 CHF | 99.55% | 99.55% |
15/11/2024 | 0.13% | 73.90 CHF | 74.00 CHF | 58,400 | 58,400 | 58,400 | 58,400 | 4,341,110 CHF | 4,346,950 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 77.00 CHF | 77.10 CHF | 57,600 | 57,600 | 57,600 | 57,600 | 4,469,400 CHF | 4,475,160 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 77.40 CHF | 77.50 CHF | 57,700 | 57,700 | 57,700 | 57,700 | 4,391,410 CHF | 4,397,180 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 77.80 CHF | 77.90 CHF | 56,300 | 56,300 | 56,300 | 56,300 | 4,433,010 CHF | 4,438,640 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 79.10 CHF | 79.20 CHF | 57,400 | 57,400 | 57,400 | 57,400 | 4,490,260 CHF | 4,496,000 CHF | 99.46% | 99.46% |
08/11/2024 | 0.13% | 76.60 CHF | 76.70 CHF | 58,400 | 58,400 | 58,400 | 58,400 | 4,364,600 CHF | 4,370,440 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 74.20 CHF | 74.30 CHF | 58,300 | 58,300 | 58,300 | 58,300 | 4,372,790 CHF | 4,378,620 CHF | 99.68% | 99.68% |