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 | 0.47% | 73.85 CHF | 74.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,853,100 CHF | 1,861,850 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 73.95 CHF | 74.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,861,710 CHF | 1,870,670 CHF | 99.30% | 99.30% |
18/11/2024 | 0.51% | 79.20 CHF | 79.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,968,070 CHF | 1,978,070 CHF | 98.95% | 98.95% |
15/11/2024 | 0.51% | 76.75 CHF | 77.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,960,070 CHF | 1,970,070 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 80.70 CHF | 81.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,984,930 CHF | 1,994,930 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 76.85 CHF | 77.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,922,160 CHF | 1,932,160 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 77.65 CHF | 78.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,966,540 CHF | 1,976,540 CHF | 99.16% | 99.16% |
11/11/2024 | 0.48% | 81.70 CHF | 82.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,069,540 CHF | 2,079,540 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 81.75 CHF | 82.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,061,370 CHF | 2,071,380 CHF | 99.38% | 99.38% |
07/11/2024 | 0.48% | 83.55 CHF | 83.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,106,290 CHF | 2,116,400 CHF | 98.56% | 98.56% |