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% | 29.19 CHF | 29.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,688,830 CHF | 3,690,080 CHF | 100.00% | 100.00% |
19/11/2024 | 0.03% | 29.21 CHF | 29.22 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,633,170 CHF | 3,634,420 CHF | 99.99% | 99.99% |
18/11/2024 | 0.03% | 29.36 CHF | 29.37 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,653,740 CHF | 3,654,990 CHF | 99.55% | 99.55% |
15/11/2024 | 0.03% | 29.30 CHF | 29.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,697,940 CHF | 3,699,190 CHF | 100.00% | 100.00% |
14/11/2024 | 0.03% | 30.16 CHF | 30.17 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,788,300 CHF | 3,789,550 CHF | 100.00% | 100.00% |
13/11/2024 | 0.03% | 30.13 CHF | 30.14 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,751,310 CHF | 3,752,560 CHF | 100.00% | 100.00% |
12/11/2024 | 0.03% | 30.05 CHF | 30.06 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,765,920 CHF | 3,767,170 CHF | 100.00% | 100.00% |
11/11/2024 | 0.03% | 30.20 CHF | 30.21 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,778,370 CHF | 3,779,620 CHF | 100.00% | 100.00% |
08/11/2024 | 0.03% | 29.88 CHF | 29.89 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,705,430 CHF | 3,706,680 CHF | 100.00% | 100.00% |
07/11/2024 | 0.03% | 29.52 CHF | 29.53 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,682,320 CHF | 3,683,570 CHF | 99.67% | 99.67% |