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 | 0.06% | 16.79 CHF | 16.80 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,368,790 CHF | 1,369,590 CHF | 99.88% | 99.88% |
19/11/2024 | 0.06% | 16.85 CHF | 16.86 CHF | 80,000 | 80,000 | 77,847 | 77,847 | 1,300,220 CHF | 1,301,020 CHF | 99.80% | 99.80% |
18/11/2024 | 0.06% | 16.95 CHF | 16.96 CHF | 80,000 | 80,000 | 79,998 | 79,998 | 1,343,950 CHF | 1,344,750 CHF | 99.58% | 99.58% |
15/11/2024 | 0.06% | 16.84 CHF | 16.85 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,369,990 CHF | 1,370,790 CHF | 99.94% | 99.94% |
14/11/2024 | 0.06% | 17.71 CHF | 17.72 CHF | 80,000 | 80,000 | 79,999 | 79,999 | 1,427,170 CHF | 1,427,970 CHF | 100.00% | 100.00% |
13/11/2024 | 0.06% | 17.71 CHF | 17.72 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,408,540 CHF | 1,409,340 CHF | 99.98% | 99.98% |
12/11/2024 | 0.06% | 17.66 CHF | 17.67 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,419,160 CHF | 1,419,960 CHF | 100.00% | 100.00% |
11/11/2024 | 0.06% | 17.83 CHF | 17.84 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,429,640 CHF | 1,430,440 CHF | 100.00% | 100.00% |
08/11/2024 | 0.06% | 17.59 CHF | 17.60 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,391,920 CHF | 1,392,720 CHF | 100.00% | 100.00% |
07/11/2024 | 0.07% | 17.30 CHF | 17.32 CHF | 40,000 | 40,000 | 74,373 | 74,373 | 1,279,030 CHF | 1,279,830 CHF | 99.67% | 99.67% |