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 | 0.48% | 125.30 CHF | 125.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,257,160 CHF | 1,263,160 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 124.60 CHF | 125.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,251,090 CHF | 1,257,090 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 124.20 CHF | 124.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,233,120 CHF | 1,239,120 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 121.50 CHF | 122.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,211,410 CHF | 1,217,410 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 120.80 CHF | 121.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,195,400 CHF | 1,201,400 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 120.50 CHF | 121.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,203,900 CHF | 1,209,900 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 119.80 CHF | 120.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,209,240 CHF | 1,215,240 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 122.20 CHF | 122.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,227,820 CHF | 1,233,820 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 118.30 CHF | 118.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,183,080 CHF | 1,189,080 CHF | 99.34% | 99.34% |
07/11/2024 | 0.50% | 119.40 CHF | 120.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,194,130 CHF | 1,200,130 CHF | 98.80% | 98.80% |