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 | 0.65% | 30.95 CHF | 31.15 CHF | 1,000 | 1,000 | 993 | 993 | 30,945 CHF | 31,143 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 31.00 CHF | 31.20 CHF | 1,000 | 1,000 | 993 | 993 | 30,671 CHF | 30,869 CHF | 100.00% | 100.00% |
18/11/2024 | 0.64% | 31.60 CHF | 31.80 CHF | 1,000 | 1,000 | 993 | 993 | 31,306 CHF | 31,504 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 31.95 CHF | 32.15 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 32,189 CHF | 32,389 CHF | 83.78% | 83.78% |
14/11/2024 | 0.63% | 32.25 CHF | 32.45 CHF | 1,000 | 1,000 | 993 | 993 | 31,672 CHF | 31,869 CHF | 100.00% | 100.00% |
13/11/2024 | 0.64% | 31.50 CHF | 31.70 CHF | 1,000 | 1,000 | 993 | 993 | 31,355 CHF | 31,552 CHF | 98.98% | 98.98% |
12/11/2024 | 0.63% | 31.45 CHF | 31.65 CHF | 1,000 | 1,000 | 993 | 993 | 31,582 CHF | 31,780 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 32.20 CHF | 32.40 CHF | 1,000 | 1,000 | 993 | 993 | 31,883 CHF | 32,081 CHF | 100.00% | 100.00% |
08/11/2024 | 0.64% | 31.70 CHF | 31.90 CHF | 1,000 | 1,000 | 993 | 993 | 31,490 CHF | 31,687 CHF | 100.00% | 100.00% |
07/11/2024 | 0.63% | 32.10 CHF | 32.30 CHF | 1,000 | 1,000 | 993 | 993 | 31,930 CHF | 32,128 CHF | 100.00% | 100.00% |