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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/11/2024 | 0.24% | 21.20 CHF | 21.25 CHF | 40,000 | 40,000 | 39,805 | 39,805 | 841,352 CHF | 843,344 CHF | 99.50% | 99.50% |
06/11/2024 | 0.24% | 20.75 CHF | 20.80 CHF | 40,000 | 40,000 | 39,929 | 39,929 | 831,350 CHF | 833,346 CHF | 99.16% | 99.16% |
05/11/2024 | 0.26% | 19.30 CHF | 19.35 CHF | 40,000 | 40,000 | 39,943 | 39,943 | 759,505 CHF | 761,503 CHF | 99.12% | 99.12% |
04/11/2024 | 0.26% | 19.05 CHF | 19.10 CHF | 40,000 | 40,000 | 39,903 | 39,903 | 760,956 CHF | 762,952 CHF | 99.23% | 99.23% |
01/11/2024 | 0.26% | 19.45 CHF | 19.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 768,991 CHF | 770,991 CHF | 95.87% | 95.87% |
31/10/2024 | 0.26% | 19.10 CHF | 19.15 CHF | 40,000 | 40,000 | 39,688 | 39,688 | 768,818 CHF | 770,804 CHF | 99.83% | 99.83% |
30/10/2024 | 0.25% | 20.10 CHF | 20.15 CHF | 40,000 | 40,000 | 39,700 | 39,700 | 798,351 CHF | 800,338 CHF | 99.80% | 99.80% |
29/10/2024 | 0.25% | 20.10 CHF | 20.15 CHF | 40,000 | 40,000 | 39,768 | 39,768 | 794,249 CHF | 796,239 CHF | 99.61% | 99.61% |
28/10/2024 | 0.25% | 20.00 CHF | 20.05 CHF | 40,000 | 40,000 | 39,640 | 39,640 | 796,012 CHF | 797,996 CHF | 99.97% | 99.97% |
25/10/2024 | 0.25% | 20.20 CHF | 20.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 801,539 CHF | 803,539 CHF | 98.80% | 98.80% |