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 | 1.01% | 63.20 CHF | 63.85 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 63,356 CHF | 63,996 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 63.45 CHF | 64.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 63,659 CHF | 64,302 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 64.10 CHF | 64.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 64,408 CHF | 65,058 CHF | 66.02% | 66.02% |
15/11/2024 | 1.01% | 64.70 CHF | 65.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 65,254 CHF | 65,915 CHF | 90.55% | 90.55% |
14/11/2024 | 1.00% | 65.25 CHF | 65.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 65,260 CHF | 65,918 CHF | 43.53% | 43.53% |
13/11/2024 | 1.01% | 64.40 CHF | 65.05 CHF | 1,000 | 1,000 | 993 | 993 | 63,999 CHF | 64,646 CHF | 83.22% | 83.22% |
12/11/2024 | 1.01% | 65.30 CHF | 65.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 65,727 CHF | 66,392 CHF | 62.75% | 62.75% |
11/11/2024 | 1.01% | 65.55 CHF | 66.20 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 65,515 CHF | 66,178 CHF | 88.58% | 88.58% |
08/11/2024 | 1.00% | 64.40 CHF | 65.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 64,332 CHF | 64,981 CHF | 92.81% | 92.81% |
07/11/2024 | 1.00% | 64.85 CHF | 65.50 CHF | 1,000 | 1,000 | 900 | 900 | 57,998 CHF | 58,584 CHF | 100.00% | 100.00% |