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 | 0.49% | 74.35 CHF | 74.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,864,500 CHF | 1,873,680 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 74.45 CHF | 74.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,868,260 CHF | 1,877,380 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 76.55 CHF | 76.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,908,810 CHF | 1,918,810 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 75.65 CHF | 76.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,906,440 CHF | 1,916,440 CHF | 99.34% | 99.34% |
14/11/2024 | 0.52% | 77.05 CHF | 77.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,912,930 CHF | 1,922,930 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 75.60 CHF | 76.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,891,040 CHF | 1,901,040 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 75.85 CHF | 76.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,905,500 CHF | 1,915,510 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 77.20 CHF | 77.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,939,970 CHF | 1,949,960 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 77.30 CHF | 77.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,937,090 CHF | 1,947,090 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 77.85 CHF | 78.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,954,480 CHF | 1,964,480 CHF | 98.57% | 98.57% |