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% | 74.05 CHF | 74.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,858,120 CHF | 1,866,870 CHF | 99.37% | 99.37% |
19/11/2024 | 0.48% | 74.20 CHF | 74.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,861,080 CHF | 1,870,000 CHF | 99.38% | 99.38% |
18/11/2024 | 0.53% | 76.10 CHF | 76.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,898,510 CHF | 1,908,510 CHF | 98.94% | 98.94% |
15/11/2024 | 0.53% | 75.30 CHF | 75.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,896,180 CHF | 1,906,180 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 76.55 CHF | 76.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,902,830 CHF | 1,912,830 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 75.30 CHF | 75.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,882,740 CHF | 1,892,740 CHF | 65.05% | 65.05% |
12/11/2024 | 0.53% | 75.55 CHF | 75.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,896,380 CHF | 1,906,380 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 76.75 CHF | 77.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,928,070 CHF | 1,938,070 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 76.80 CHF | 77.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,925,240 CHF | 1,935,240 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 77.35 CHF | 77.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,940,560 CHF | 1,950,560 CHF | 98.56% | 98.56% |