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% | 61.65 CHF | 61.70 CHF | 2,500 | 2,500 | 2,477 | 2,477 | 153,523 CHF | 153,647 CHF | 100.00% | 100.00% |
19/11/2024 | 0.08% | 61.15 CHF | 61.20 CHF | 2,600 | 2,600 | 2,539 | 2,539 | 155,353 CHF | 155,480 CHF | 98.86% | 98.86% |
18/11/2024 | 0.08% | 61.45 CHF | 61.50 CHF | 2,500 | 2,500 | 2,524 | 2,524 | 154,946 CHF | 155,072 CHF | 100.00% | 100.00% |
15/11/2024 | 0.08% | 60.95 CHF | 61.00 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 156,956 CHF | 157,086 CHF | 71.41% | 71.41% |
14/11/2024 | 0.08% | 61.50 CHF | 61.55 CHF | 2,600 | 2,600 | 2,576 | 2,576 | 155,830 CHF | 155,959 CHF | 100.00% | 100.00% |
13/11/2024 | 0.08% | 61.50 CHF | 61.55 CHF | 2,500 | 2,500 | 2,532 | 2,532 | 155,702 CHF | 155,829 CHF | 99.36% | 99.36% |
12/11/2024 | 0.08% | 60.45 CHF | 60.50 CHF | 2,600 | 2,600 | 2,575 | 2,575 | 157,275 CHF | 157,404 CHF | 100.00% | 100.00% |
11/11/2024 | 0.08% | 62.05 CHF | 62.10 CHF | 2,500 | 2,500 | 2,477 | 2,477 | 153,930 CHF | 154,054 CHF | 100.00% | 100.00% |
08/11/2024 | 0.08% | 61.95 CHF | 62.00 CHF | 2,500 | 2,500 | 2,480 | 2,480 | 153,547 CHF | 153,671 CHF | 100.00% | 100.00% |
07/11/2024 | 0.08% | 62.35 CHF | 62.40 CHF | 2,500 | 2,500 | 2,477 | 2,477 | 155,049 CHF | 155,173 CHF | 100.00% | 100.00% |