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% | 30.65 CHF | 30.66 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,871,430 CHF | 3,872,680 CHF | 100.00% | 100.00% |
19/11/2024 | 0.03% | 30.66 CHF | 30.67 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,815,240 CHF | 3,816,490 CHF | 99.97% | 99.97% |
18/11/2024 | 0.03% | 30.82 CHF | 30.83 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,836,600 CHF | 3,837,850 CHF | 99.54% | 99.54% |
15/11/2024 | 0.03% | 30.76 CHF | 30.77 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,880,910 CHF | 3,882,160 CHF | 100.00% | 100.00% |
14/11/2024 | 0.03% | 31.62 CHF | 31.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,971,480 CHF | 3,972,730 CHF | 100.00% | 100.00% |
13/11/2024 | 0.03% | 31.59 CHF | 31.60 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,933,170 CHF | 3,934,420 CHF | 100.00% | 100.00% |
12/11/2024 | 0.03% | 31.51 CHF | 31.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,947,470 CHF | 3,948,720 CHF | 100.00% | 100.00% |
11/11/2024 | 0.03% | 31.65 CHF | 31.66 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,959,450 CHF | 3,960,700 CHF | 100.00% | 100.00% |
08/11/2024 | 0.03% | 31.32 CHF | 31.33 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,884,890 CHF | 3,886,140 CHF | 100.00% | 100.00% |
07/11/2024 | 0.03% | 30.96 CHF | 30.97 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,862,310 CHF | 3,863,560 CHF | 99.67% | 99.67% |