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 | 0.50% | 48.95 CHF | 49.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 988,990 CHF | 993,990 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 48.90 CHF | 49.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 973,841 CHF | 978,841 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 49.20 CHF | 49.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 983,907 CHF | 988,907 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 49.70 CHF | 49.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 999,027 CHF | 1,004,030 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 50.20 CHF | 50.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,001,470 CHF | 1,006,470 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 49.55 CHF | 49.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 987,796 CHF | 992,796 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 49.30 CHF | 49.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,000,600 CHF | 1,005,600 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 50.70 CHF | 50.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,012,020 CHF | 1,017,020 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 49.85 CHF | 50.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 997,110 CHF | 1,002,110 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 50.10 CHF | 50.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,001,870 CHF | 1,006,870 CHF | 99.08% | 99.08% |