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 | 0.17% | 112.40 CHF | 112.60 CHF | 28,700 | 28,700 | 28,700 | 28,700 | 3,309,710 CHF | 3,315,450 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 113.20 CHF | 113.40 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 3,242,770 CHF | 3,248,570 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 114.00 CHF | 114.20 CHF | 29,300 | 29,300 | 29,300 | 29,300 | 3,299,630 CHF | 3,305,490 CHF | 99.55% | 99.55% |
15/11/2024 | 0.17% | 113.00 CHF | 113.20 CHF | 28,200 | 28,200 | 28,200 | 28,200 | 3,259,970 CHF | 3,265,610 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 120.80 CHF | 121.00 CHF | 27,700 | 27,700 | 27,700 | 27,700 | 3,379,780 CHF | 3,385,320 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 121.20 CHF | 121.40 CHF | 27,700 | 27,700 | 27,700 | 27,700 | 3,333,610 CHF | 3,339,150 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 120.80 CHF | 121.00 CHF | 27,400 | 27,400 | 27,400 | 27,400 | 3,332,490 CHF | 3,337,970 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 122.60 CHF | 122.80 CHF | 27,500 | 27,500 | 27,500 | 27,500 | 3,381,120 CHF | 3,386,620 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 120.80 CHF | 121.00 CHF | 27,800 | 27,800 | 27,800 | 27,800 | 3,304,910 CHF | 3,310,470 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 117.80 CHF | 118.00 CHF | 28,400 | 28,400 | 28,400 | 28,400 | 3,316,060 CHF | 3,321,740 CHF | 99.68% | 99.68% |