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 | 0.17% | 30.35 CHF | 30.40 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 154,231 CHF | 154,484 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 30.10 CHF | 30.15 CHF | 5,200 | 5,200 | 5,110 | 5,110 | 153,961 CHF | 154,217 CHF | 98.86% | 98.86% |
18/11/2024 | 0.17% | 30.25 CHF | 30.30 CHF | 5,100 | 5,100 | 5,097 | 5,097 | 154,054 CHF | 154,309 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 30.00 CHF | 30.05 CHF | 5,200 | 5,200 | 5,250 | 5,250 | 155,996 CHF | 156,258 CHF | 72.11% | 72.11% |
14/11/2024 | 0.17% | 30.25 CHF | 30.30 CHF | 5,200 | 5,200 | 5,168 | 5,168 | 153,905 CHF | 154,163 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 30.30 CHF | 30.35 CHF | 5,100 | 5,100 | 5,109 | 5,109 | 154,697 CHF | 154,953 CHF | 99.36% | 99.36% |
12/11/2024 | 0.17% | 29.75 CHF | 29.80 CHF | 5,200 | 5,200 | 5,151 | 5,151 | 154,871 CHF | 155,129 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 30.55 CHF | 30.60 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 154,643 CHF | 154,896 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 30.50 CHF | 30.55 CHF | 5,100 | 5,100 | 5,057 | 5,057 | 154,138 CHF | 154,391 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 30.70 CHF | 30.75 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 155,770 CHF | 156,023 CHF | 100.00% | 100.00% |