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 | 0.18% | 27.55 CHF | 27.60 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 140,063 CHF | 140,316 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 27.30 CHF | 27.35 CHF | 5,200 | 5,200 | 5,111 | 5,111 | 139,638 CHF | 139,894 CHF | 98.87% | 98.87% |
18/11/2024 | 0.18% | 27.45 CHF | 27.50 CHF | 5,100 | 5,100 | 5,098 | 5,098 | 139,792 CHF | 140,048 CHF | 100.00% | 100.00% |
15/11/2024 | 0.19% | 27.20 CHF | 27.25 CHF | 5,200 | 5,200 | 5,250 | 5,250 | 141,297 CHF | 141,559 CHF | 72.10% | 72.10% |
14/11/2024 | 0.19% | 27.45 CHF | 27.50 CHF | 5,200 | 5,200 | 5,168 | 5,168 | 139,434 CHF | 139,693 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 27.50 CHF | 27.55 CHF | 5,100 | 5,100 | 5,109 | 5,109 | 140,392 CHF | 140,647 CHF | 99.34% | 99.34% |
12/11/2024 | 0.19% | 26.95 CHF | 27.00 CHF | 5,200 | 5,200 | 5,151 | 5,151 | 140,448 CHF | 140,706 CHF | 100.00% | 100.00% |
11/11/2024 | 0.18% | 27.75 CHF | 27.80 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 140,496 CHF | 140,749 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 27.70 CHF | 27.75 CHF | 5,100 | 5,100 | 5,056 | 5,056 | 139,992 CHF | 140,245 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 27.90 CHF | 27.95 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 141,643 CHF | 141,896 CHF | 100.00% | 100.00% |