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 | 0.05% | 19.84 CHF | 19.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,040,550 CHF | 5,043,050 CHF | 100.00% | 100.00% |
19/11/2024 | 0.05% | 19.90 CHF | 19.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,936,120 CHF | 4,938,620 CHF | 99.98% | 99.98% |
18/11/2024 | 0.05% | 20.02 CHF | 20.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,966,980 CHF | 4,969,480 CHF | 99.55% | 99.55% |
15/11/2024 | 0.05% | 19.93 CHF | 19.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,053,350 CHF | 5,055,850 CHF | 100.00% | 100.00% |
14/11/2024 | 0.05% | 20.79 CHF | 20.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,232,290 CHF | 5,234,790 CHF | 100.00% | 100.00% |
13/11/2024 | 0.05% | 20.81 CHF | 20.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,175,180 CHF | 5,177,680 CHF | 100.00% | 100.00% |
12/11/2024 | 0.05% | 20.75 CHF | 20.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,207,870 CHF | 5,210,370 CHF | 100.00% | 100.00% |
11/11/2024 | 0.05% | 20.92 CHF | 20.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,239,390 CHF | 5,241,890 CHF | 100.00% | 100.00% |
08/11/2024 | 0.05% | 20.68 CHF | 20.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,113,900 CHF | 5,116,400 CHF | 100.00% | 100.00% |
07/11/2024 | 0.05% | 20.34 CHF | 20.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,061,110 CHF | 5,063,610 CHF | 99.68% | 99.68% |