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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.51% | 98.00 CHF | 98.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,456,720 CHF | 2,469,220 CHF | 98.80% | 98.80% |
22/11/2024 | 0.50% | 99.55 CHF | 100.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,471,360 CHF | 2,483,860 CHF | 99.26% | 99.26% |
20/11/2024 | 0.51% | 96.90 CHF | 97.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,426,940 CHF | 2,439,440 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 97.00 CHF | 97.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,419,360 CHF | 2,431,860 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 97.10 CHF | 97.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,423,170 CHF | 2,435,670 CHF | 98.95% | 98.95% |
15/11/2024 | 0.51% | 97.50 CHF | 98.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,442,530 CHF | 2,455,030 CHF | 99.35% | 99.35% |
14/11/2024 | 0.51% | 98.65 CHF | 99.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,454,350 CHF | 2,466,850 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.85 CHF | 98.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,443,530 CHF | 2,456,030 CHF | 65.05% | 65.05% |
12/11/2024 | 0.51% | 98.20 CHF | 98.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,462,770 CHF | 2,475,270 CHF | 99.14% | 99.14% |
11/11/2024 | 0.50% | 99.10 CHF | 99.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,479,980 CHF | 2,492,480 CHF | 99.37% | 99.37% |