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 | 0.50% | 49.35 CHF | 49.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 997,298 CHF | 1,002,300 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 49.30 CHF | 49.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 981,206 CHF | 986,206 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 49.60 CHF | 49.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 992,054 CHF | 997,054 CHF | 99.19% | 99.19% |
15/11/2024 | 0.49% | 50.15 CHF | 50.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,008,310 CHF | 1,013,310 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 50.65 CHF | 50.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,011,010 CHF | 1,016,010 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 50.00 CHF | 50.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 996,572 CHF | 1,001,570 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 49.70 CHF | 49.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,010,310 CHF | 1,015,310 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 51.20 CHF | 51.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,022,310 CHF | 1,027,310 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 50.35 CHF | 50.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,006,820 CHF | 1,011,820 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 50.60 CHF | 50.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,011,660 CHF | 1,016,660 CHF | 99.08% | 99.08% |