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% | 74.45 CHF | 74.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,867,390 CHF | 1,876,620 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 74.55 CHF | 74.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,870,300 CHF | 1,879,540 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 76.40 CHF | 76.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,906,980 CHF | 1,916,980 CHF | 98.95% | 98.95% |
15/11/2024 | 0.52% | 75.65 CHF | 76.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,904,670 CHF | 1,914,670 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 76.90 CHF | 77.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,911,510 CHF | 1,921,510 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 75.65 CHF | 76.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,891,860 CHF | 1,901,860 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 75.90 CHF | 76.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,905,080 CHF | 1,915,080 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 77.10 CHF | 77.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,936,170 CHF | 1,946,170 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 77.15 CHF | 77.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,933,460 CHF | 1,943,460 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 77.65 CHF | 78.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,948,280 CHF | 1,958,280 CHF | 98.56% | 98.56% |