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 | 0.48% | 94.25 CHF | 94.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,359,070 CHF | 2,370,320 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 94.35 CHF | 94.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,354,260 CHF | 2,365,510 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 94.45 CHF | 94.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,356,240 CHF | 2,367,490 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 94.55 CHF | 95.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,367,530 CHF | 2,379,340 CHF | 99.34% | 99.34% |
14/11/2024 | 0.52% | 95.60 CHF | 96.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,381,350 CHF | 2,393,850 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.00 CHF | 95.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,374,070 CHF | 2,386,540 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 95.40 CHF | 95.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,389,220 CHF | 2,401,720 CHF | 99.14% | 99.14% |
11/11/2024 | 0.52% | 95.90 CHF | 96.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,398,840 CHF | 2,411,340 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.70 CHF | 96.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,395,120 CHF | 2,407,620 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 95.65 CHF | 96.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,401,040 CHF | 2,413,540 CHF | 98.56% | 98.56% |