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 | 0.53% | 27.80 CHF | 27.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 560,844 CHF | 563,844 CHF | 99.38% | 99.38% |
19/11/2024 | 0.54% | 27.70 CHF | 27.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 551,662 CHF | 554,662 CHF | 99.37% | 99.37% |
18/11/2024 | 0.54% | 27.90 CHF | 28.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 556,218 CHF | 559,218 CHF | 99.37% | 99.37% |
15/11/2024 | 0.54% | 27.70 CHF | 27.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 554,478 CHF | 557,478 CHF | 99.38% | 99.38% |
14/11/2024 | 0.54% | 28.00 CHF | 28.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 556,611 CHF | 559,611 CHF | 99.38% | 99.38% |
13/11/2024 | 0.54% | 27.70 CHF | 27.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 554,192 CHF | 557,192 CHF | 99.38% | 99.38% |
12/11/2024 | 0.53% | 27.90 CHF | 28.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 562,705 CHF | 565,705 CHF | 99.38% | 99.38% |
11/11/2024 | 0.53% | 28.40 CHF | 28.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 565,260 CHF | 568,260 CHF | 99.38% | 99.38% |
08/11/2024 | 0.53% | 27.90 CHF | 28.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 559,505 CHF | 562,505 CHF | 99.34% | 99.34% |
07/11/2024 | 0.52% | 28.55 CHF | 28.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 572,614 CHF | 575,614 CHF | 98.80% | 98.80% |