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% | 30.07 CHF | 30.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,798,080 CHF | 3,799,330 CHF | 100.00% | 100.00% |
19/11/2024 | 0.03% | 30.08 CHF | 30.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,742,100 CHF | 3,743,350 CHF | 99.99% | 99.99% |
18/11/2024 | 0.03% | 30.24 CHF | 30.25 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,763,150 CHF | 3,764,400 CHF | 99.56% | 99.56% |
15/11/2024 | 0.03% | 30.17 CHF | 30.18 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,807,380 CHF | 3,808,630 CHF | 100.00% | 100.00% |
14/11/2024 | 0.03% | 31.03 CHF | 31.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,897,890 CHF | 3,899,140 CHF | 100.00% | 100.00% |
13/11/2024 | 0.03% | 31.01 CHF | 31.02 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,860,100 CHF | 3,861,350 CHF | 99.95% | 99.95% |
12/11/2024 | 0.03% | 30.92 CHF | 30.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,874,550 CHF | 3,875,800 CHF | 100.00% | 100.00% |
11/11/2024 | 0.03% | 31.07 CHF | 31.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,886,710 CHF | 3,887,960 CHF | 100.00% | 100.00% |
08/11/2024 | 0.03% | 30.74 CHF | 30.75 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,812,820 CHF | 3,814,070 CHF | 100.00% | 100.00% |
07/11/2024 | 0.03% | 30.38 CHF | 30.39 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,790,000 CHF | 3,791,250 CHF | 99.68% | 99.68% |