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 | 0.04% | 26.84 CHF | 26.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,791,520 CHF | 6,794,020 CHF | 100.00% | 100.00% |
19/11/2024 | 0.04% | 26.87 CHF | 26.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,681,910 CHF | 6,684,410 CHF | 99.98% | 99.98% |
18/11/2024 | 0.04% | 27.02 CHF | 27.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,720,470 CHF | 6,722,970 CHF | 99.55% | 99.55% |
15/11/2024 | 0.04% | 26.95 CHF | 26.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,808,300 CHF | 6,810,800 CHF | 100.00% | 100.00% |
14/11/2024 | 0.04% | 27.81 CHF | 27.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,988,710 CHF | 6,991,210 CHF | 100.00% | 100.00% |
13/11/2024 | 0.04% | 27.79 CHF | 27.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,918,870 CHF | 6,921,370 CHF | 100.00% | 100.00% |
12/11/2024 | 0.04% | 27.72 CHF | 27.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,948,950 CHF | 6,951,450 CHF | 100.00% | 100.00% |
11/11/2024 | 0.04% | 27.87 CHF | 27.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,975,600 CHF | 6,978,100 CHF | 100.00% | 100.00% |
08/11/2024 | 0.04% | 27.57 CHF | 27.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,834,820 CHF | 6,837,320 CHF | 100.00% | 100.00% |
07/11/2024 | 0.04% | 27.22 CHF | 27.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,786,930 CHF | 6,789,430 CHF | 99.67% | 99.67% |