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 | 0.47% | 74.00 CHF | 74.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,856,150 CHF | 1,864,900 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 74.10 CHF | 74.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,859,260 CHF | 1,868,170 CHF | 99.37% | 99.37% |
18/11/2024 | 0.53% | 76.00 CHF | 76.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,897,060 CHF | 1,907,060 CHF | 98.94% | 98.94% |
15/11/2024 | 0.53% | 75.25 CHF | 75.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,894,680 CHF | 1,904,680 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 76.50 CHF | 76.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,901,330 CHF | 1,911,330 CHF | 99.37% | 99.37% |
13/11/2024 | 0.53% | 75.25 CHF | 75.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,881,030 CHF | 1,891,030 CHF | 65.05% | 65.05% |
12/11/2024 | 0.53% | 75.45 CHF | 75.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,894,740 CHF | 1,904,740 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 76.70 CHF | 77.10 CHF | 25,000 | 25,000 | 24,999 | 25,000 | 1,926,650 CHF | 1,936,720 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 76.75 CHF | 77.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,923,860 CHF | 1,933,860 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 77.30 CHF | 77.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,939,420 CHF | 1,949,420 CHF | 98.56% | 98.56% |