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 | 0.08% | 62.85 CHF | 62.90 CHF | 2,500 | 2,500 | 2,477 | 2,477 | 156,443 CHF | 156,567 CHF | 100.00% | 100.00% |
19/11/2024 | 0.08% | 62.35 CHF | 62.40 CHF | 2,600 | 2,600 | 2,539 | 2,539 | 158,337 CHF | 158,464 CHF | 98.86% | 98.86% |
18/11/2024 | 0.08% | 62.65 CHF | 62.70 CHF | 2,500 | 2,500 | 2,523 | 2,523 | 157,826 CHF | 157,952 CHF | 100.00% | 100.00% |
15/11/2024 | 0.08% | 62.15 CHF | 62.20 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 160,056 CHF | 160,186 CHF | 71.79% | 71.79% |
14/11/2024 | 0.08% | 62.65 CHF | 62.70 CHF | 2,600 | 2,600 | 2,576 | 2,576 | 158,879 CHF | 159,008 CHF | 100.00% | 100.00% |
13/11/2024 | 0.08% | 62.70 CHF | 62.75 CHF | 2,500 | 2,500 | 2,533 | 2,533 | 158,738 CHF | 158,865 CHF | 99.36% | 99.36% |
12/11/2024 | 0.08% | 61.65 CHF | 61.70 CHF | 2,600 | 2,600 | 2,575 | 2,575 | 160,316 CHF | 160,445 CHF | 100.00% | 100.00% |
11/11/2024 | 0.08% | 63.20 CHF | 63.25 CHF | 2,500 | 2,500 | 2,477 | 2,477 | 156,845 CHF | 156,969 CHF | 100.00% | 100.00% |
08/11/2024 | 0.08% | 63.10 CHF | 63.15 CHF | 2,500 | 2,500 | 2,480 | 2,480 | 156,454 CHF | 156,578 CHF | 100.00% | 100.00% |
07/11/2024 | 0.08% | 63.55 CHF | 63.60 CHF | 2,500 | 2,500 | 2,477 | 2,477 | 157,948 CHF | 158,072 CHF | 100.00% | 100.00% |