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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.09% | 51.64 CHF | 51.67 CHF | 27,000 | 27,000 | 15,049 | 15,049 | 774,099 CHF | 774,725 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 50.45 CHF | 50.48 CHF | 27,000 | 27,000 | 15,020 | 15,020 | 762,361 CHF | 762,986 CHF | 99.90% | 99.90% |
19/11/2024 | 0.09% | 50.98 CHF | 51.01 CHF | 27,000 | 27,000 | 15,051 | 15,051 | 762,361 CHF | 762,987 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 51.00 CHF | 51.03 CHF | 27,000 | 27,000 | 15,031 | 15,031 | 759,043 CHF | 759,668 CHF | 99.90% | 99.90% |
15/11/2024 | 0.09% | 50.20 CHF | 50.23 CHF | 27,000 | 27,000 | 15,044 | 15,044 | 758,959 CHF | 759,585 CHF | 99.86% | 99.86% |
14/11/2024 | 0.09% | 50.64 CHF | 50.67 CHF | 27,000 | 27,000 | 15,065 | 15,065 | 758,556 CHF | 759,184 CHF | 99.34% | 99.34% |
13/11/2024 | 0.09% | 49.81 CHF | 49.84 CHF | 28,000 | 28,000 | 15,264 | 15,264 | 757,712 CHF | 758,345 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 49.97 CHF | 50.00 CHF | 28,000 | 28,000 | 15,270 | 15,270 | 758,448 CHF | 759,081 CHF | 99.81% | 99.81% |
11/11/2024 | 0.09% | 49.31 CHF | 49.34 CHF | 28,000 | 28,000 | 15,265 | 15,265 | 760,435 CHF | 761,067 CHF | 99.61% | 99.61% |
08/11/2024 | 0.09% | 49.89 CHF | 49.92 CHF | 28,000 | 28,000 | 15,079 | 15,079 | 754,096 CHF | 754,724 CHF | 98.89% | 98.89% |