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 | 0.84% | 118.00 CHF | 119.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,551,430 CHF | 3,581,430 CHF | 100.00% | 100.00% |
19/11/2024 | 0.84% | 118.00 CHF | 119.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,538,740 CHF | 3,568,740 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 118.50 CHF | 119.50 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,552,660 CHF | 3,582,660 CHF | 99.93% | 99.93% |
15/11/2024 | 0.84% | 118.50 CHF | 119.50 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,561,580 CHF | 3,591,580 CHF | 99.38% | 99.38% |
14/11/2024 | 0.84% | 119.50 CHF | 120.50 CHF | 30,000 | 30,000 | 29,975 | 29,975 | 3,572,480 CHF | 3,602,460 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 119.00 CHF | 120.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,562,180 CHF | 3,592,180 CHF | 99.89% | 99.89% |
12/11/2024 | 0.83% | 119.00 CHF | 120.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,580,690 CHF | 3,610,690 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 120.00 CHF | 121.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,600,930 CHF | 3,630,930 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 119.50 CHF | 120.50 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,587,250 CHF | 3,617,250 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 120.00 CHF | 121.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,610,760 CHF | 3,640,760 CHF | 99.24% | 99.24% |