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 | 1.52% | 48.23 CHF | 48.97 CHF | 2,020 | 1,990 | 2,017 | 1,987 | 97,430 CHF | 97,466 CHF | 100.00% | 100.00% |
19/11/2024 | 1.53% | 48.53 CHF | 49.28 CHF | 2,008 | 1,978 | 2,005 | 1,975 | 97,443 CHF | 97,484 CHF | 98.38% | 98.38% |
18/11/2024 | 1.53% | 49.18 CHF | 49.94 CHF | 1,982 | 1,953 | 1,993 | 1,964 | 97,458 CHF | 97,498 CHF | 99.60% | 99.60% |
15/11/2024 | 1.53% | 49.12 CHF | 49.88 CHF | 1,984 | 1,955 | 1,980 | 1,950 | 97,479 CHF | 97,518 CHF | 100.00% | 100.00% |
14/11/2024 | 1.53% | 48.59 CHF | 49.34 CHF | 2,005 | 1,976 | 2,012 | 1,982 | 97,436 CHF | 97,473 CHF | 99.97% | 99.97% |
13/11/2024 | 1.53% | 48.68 CHF | 49.43 CHF | 2,002 | 1,972 | 2,005 | 1,975 | 97,443 CHF | 97,484 CHF | 99.93% | 99.93% |
12/11/2024 | 1.53% | 48.69 CHF | 49.44 CHF | 2,001 | 1,972 | 1,974 | 1,945 | 97,486 CHF | 97,522 CHF | 99.82% | 99.82% |
11/11/2024 | 1.52% | 50.05 CHF | 50.82 CHF | 1,948 | 1,920 | 1,943 | 1,914 | 97,525 CHF | 97,566 CHF | 100.00% | 100.00% |
08/11/2024 | 1.53% | 49.84 CHF | 50.61 CHF | 1,956 | 1,927 | 1,950 | 1,921 | 97,516 CHF | 97,553 CHF | 100.00% | 100.00% |
07/11/2024 | 1.53% | 50.15 CHF | 50.92 CHF | 1,945 | 1,916 | 1,950 | 1,922 | 97,516 CHF | 97,553 CHF | 100.00% | 100.00% |