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% | 73.90 CHF | 74.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,855,860 CHF | 1,864,610 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 74.10 CHF | 74.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,860,480 CHF | 1,869,410 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 76.25 CHF | 76.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,901,760 CHF | 1,911,760 CHF | 98.94% | 98.94% |
15/11/2024 | 0.53% | 75.30 CHF | 75.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,899,650 CHF | 1,909,650 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 76.80 CHF | 77.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,906,200 CHF | 1,916,200 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 75.35 CHF | 75.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,883,590 CHF | 1,893,570 CHF | 65.05% | 65.05% |
12/11/2024 | 0.52% | 75.60 CHF | 76.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,900,320 CHF | 1,910,320 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 77.10 CHF | 77.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,938,090 CHF | 1,948,090 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 77.15 CHF | 77.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,937,340 CHF | 1,947,340 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 77.75 CHF | 78.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,953,490 CHF | 1,963,490 CHF | 98.57% | 98.57% |