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 | 0.70% | 60.47 CHF | 60.90 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 78,570 CHF | 85,208 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 60.51 CHF | 60.94 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 78,620 CHF | 85,262 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 61.39 CHF | 61.82 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 79,511 CHF | 86,229 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 61.82 CHF | 62.25 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 81,047 CHF | 87,895 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 61.63 CHF | 62.06 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 80,295 CHF | 87,079 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 62.53 CHF | 62.97 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 80,943 CHF | 87,782 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 62.49 CHF | 62.93 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 83,358 CHF | 90,401 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 64.37 CHF | 64.82 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 83,768 CHF | 90,845 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 64.03 CHF | 64.48 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 84,200 CHF | 91,314 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 65.44 CHF | 65.90 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 83,965 CHF | 91,059 CHF | 100.00% | 100.00% |