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 | 0.16% | 63.10 CHF | 63.20 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 83,309 CHF | 83,438 CHF | 99.47% | 99.47% |
19/11/2024 | 0.16% | 62.70 CHF | 62.80 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 80,473 CHF | 80,603 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 63.30 CHF | 63.40 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 81,049 CHF | 81,178 CHF | 99.89% | 99.89% |
15/11/2024 | 0.16% | 62.60 CHF | 62.70 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 81,039 CHF | 81,169 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 62.20 CHF | 62.30 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 78,748 CHF | 78,877 CHF | 98.60% | 98.60% |
13/11/2024 | 0.17% | 60.20 CHF | 60.30 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 78,377 CHF | 78,506 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 60.30 CHF | 60.40 CHF | 1,300 | 1,300 | 1,195 | 1,195 | 75,458 CHF | 75,578 CHF | 99.88% | 99.88% |
11/11/2024 | 0.15% | 66.20 CHF | 66.30 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 86,634 CHF | 86,763 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 61.60 CHF | 61.70 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 80,999 CHF | 81,129 CHF | 99.05% | 99.05% |
07/11/2024 | 0.16% | 63.80 CHF | 63.90 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 81,190 CHF | 81,319 CHF | 99.67% | 99.67% |