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% | 72.10 CHF | 72.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,809,790 CHF | 1,818,540 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 72.25 CHF | 72.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,813,260 CHF | 1,822,010 CHF | 99.37% | 99.37% |
18/11/2024 | 0.47% | 74.25 CHF | 74.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,853,150 CHF | 1,861,900 CHF | 98.94% | 98.94% |
15/11/2024 | 0.47% | 73.45 CHF | 73.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,850,820 CHF | 1,859,570 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 74.80 CHF | 75.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,857,440 CHF | 1,866,580 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 73.45 CHF | 73.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,836,150 CHF | 1,844,900 CHF | 65.04% | 65.04% |
12/11/2024 | 0.47% | 73.65 CHF | 74.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,850,230 CHF | 1,858,980 CHF | 99.16% | 99.16% |
11/11/2024 | 0.53% | 74.95 CHF | 75.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,882,960 CHF | 1,892,960 CHF | 99.38% | 99.38% |
08/11/2024 | 0.53% | 74.95 CHF | 75.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,880,120 CHF | 1,890,120 CHF | 99.37% | 99.37% |
07/11/2024 | 0.53% | 75.50 CHF | 75.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,895,390 CHF | 1,905,390 CHF | 98.57% | 98.57% |