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% | 72.05 CHF | 72.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,808,270 CHF | 1,817,020 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 72.20 CHF | 72.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,811,860 CHF | 1,820,610 CHF | 99.38% | 99.38% |
18/11/2024 | 0.47% | 74.20 CHF | 74.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,852,150 CHF | 1,860,900 CHF | 98.94% | 98.94% |
15/11/2024 | 0.47% | 73.40 CHF | 73.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,849,730 CHF | 1,858,480 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 74.75 CHF | 75.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,856,370 CHF | 1,865,490 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 73.40 CHF | 73.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,834,780 CHF | 1,843,530 CHF | 65.04% | 65.04% |
12/11/2024 | 0.47% | 73.60 CHF | 73.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,849,200 CHF | 1,857,950 CHF | 99.16% | 99.16% |
11/11/2024 | 0.53% | 74.90 CHF | 75.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,882,420 CHF | 1,892,410 CHF | 99.38% | 99.38% |
08/11/2024 | 0.53% | 74.95 CHF | 75.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,879,750 CHF | 1,889,750 CHF | 99.38% | 99.38% |
07/11/2024 | 0.53% | 75.50 CHF | 75.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,895,450 CHF | 1,905,450 CHF | 98.56% | 98.56% |