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 | 0.51% | 48.30 CHF | 48.55 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 487,656 CHF | 490,156 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 48.15 CHF | 48.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 479,743 CHF | 482,243 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 48.55 CHF | 48.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 485,077 CHF | 487,577 CHF | 99.20% | 99.20% |
15/11/2024 | 0.51% | 49.05 CHF | 49.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 492,984 CHF | 495,484 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 49.50 CHF | 49.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 493,942 CHF | 496,442 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 48.85 CHF | 49.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 487,262 CHF | 489,762 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 48.65 CHF | 48.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 493,879 CHF | 496,379 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 50.00 CHF | 50.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 498,901 CHF | 501,401 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 49.10 CHF | 49.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 491,437 CHF | 493,937 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 49.35 CHF | 49.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 493,757 CHF | 496,257 CHF | 99.08% | 99.08% |