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% | 28.10 CHF | 28.15 CHF | 114,600 | 114,600 | 114,600 | 114,600 | 3,303,940 CHF | 3,309,670 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 28.30 CHF | 28.35 CHF | 115,900 | 115,900 | 115,900 | 115,900 | 3,239,980 CHF | 3,245,770 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 28.50 CHF | 28.55 CHF | 117,200 | 117,200 | 117,200 | 117,200 | 3,299,630 CHF | 3,305,490 CHF | 99.58% | 99.58% |
15/11/2024 | 0.17% | 28.25 CHF | 28.30 CHF | 112,500 | 112,500 | 112,500 | 112,500 | 3,251,290 CHF | 3,256,920 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 30.20 CHF | 30.25 CHF | 110,500 | 110,500 | 110,500 | 110,500 | 3,370,620 CHF | 3,376,150 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 30.30 CHF | 30.35 CHF | 110,500 | 110,500 | 110,500 | 110,500 | 3,324,590 CHF | 3,330,110 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 30.20 CHF | 30.25 CHF | 109,500 | 109,500 | 109,500 | 109,500 | 3,329,440 CHF | 3,334,920 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 30.65 CHF | 30.70 CHF | 109,700 | 109,700 | 109,700 | 109,700 | 3,371,900 CHF | 3,377,380 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 30.20 CHF | 30.25 CHF | 111,000 | 111,000 | 111,000 | 111,000 | 3,298,960 CHF | 3,304,510 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 29.45 CHF | 29.50 CHF | 113,400 | 113,400 | 113,400 | 113,400 | 3,310,220 CHF | 3,315,890 CHF | 99.68% | 99.68% |