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 | 0.12% | 39.00 CHF | 39.05 CHF | 54,900 | 54,900 | 54,900 | 54,900 | 2,227,300 CHF | 2,230,050 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 39.55 CHF | 39.60 CHF | 55,900 | 55,900 | 55,900 | 55,900 | 2,168,540 CHF | 2,171,340 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 39.85 CHF | 39.90 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 2,230,040 CHF | 2,232,890 CHF | 99.55% | 99.55% |
15/11/2024 | 0.12% | 39.35 CHF | 39.40 CHF | 53,200 | 53,200 | 53,200 | 53,200 | 2,165,280 CHF | 2,167,940 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 43.55 CHF | 43.60 CHF | 51,500 | 51,500 | 51,500 | 51,500 | 2,272,690 CHF | 2,275,270 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 43.85 CHF | 43.90 CHF | 51,600 | 51,600 | 51,600 | 51,600 | 2,238,780 CHF | 2,241,360 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 43.70 CHF | 43.75 CHF | 50,800 | 50,800 | 50,800 | 50,800 | 2,240,850 CHF | 2,243,390 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 44.65 CHF | 44.70 CHF | 50,900 | 50,900 | 50,900 | 50,900 | 2,285,110 CHF | 2,287,660 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 43.80 CHF | 43.85 CHF | 51,900 | 51,900 | 51,900 | 51,900 | 2,224,790 CHF | 2,227,390 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 42.30 CHF | 42.35 CHF | 53,800 | 53,800 | 53,800 | 53,800 | 2,242,260 CHF | 2,244,950 CHF | 99.67% | 99.67% |