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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.47% | 127.50 CHF | 128.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 636,072 CHF | 639,072 CHF | 99.38% | 99.38% |
22/11/2024 | 0.47% | 126.60 CHF | 127.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 630,602 CHF | 633,602 CHF | 99.36% | 99.36% |
20/11/2024 | 0.48% | 124.30 CHF | 124.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 623,207 CHF | 626,207 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 123.80 CHF | 124.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 620,559 CHF | 623,559 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 123.40 CHF | 124.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 612,965 CHF | 615,965 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 121.20 CHF | 121.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 604,900 CHF | 607,900 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 120.90 CHF | 121.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 599,392 CHF | 602,392 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 120.60 CHF | 121.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 602,410 CHF | 605,410 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 120.00 CHF | 120.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 604,385 CHF | 607,385 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 121.90 CHF | 122.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 611,364 CHF | 614,364 CHF | 99.38% | 99.38% |