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 | 1.00% | 57.49 CHF | 58.07 CHF | 1,483 | 1,500 | 1,483 | 1,500 | 85,870 CHF | 87,723 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 57.38 CHF | 57.96 CHF | 1,455 | 1,500 | 1,475 | 1,500 | 84,396 CHF | 86,669 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 57.51 CHF | 58.09 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 86,757 CHF | 87,627 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 57.34 CHF | 57.92 CHF | 497 | 1,500 | 1,405 | 1,500 | 80,522 CHF | 86,815 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 56.06 CHF | 56.62 CHF | 1,428 | 1,500 | 1,452 | 1,500 | 80,797 CHF | 84,320 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 56.45 CHF | 57.02 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 84,953 CHF | 85,808 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 56.72 CHF | 57.29 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 84,862 CHF | 85,717 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 56.76 CHF | 57.33 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 85,464 CHF | 86,323 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 56.69 CHF | 57.26 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 85,604 CHF | 86,465 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 57.24 CHF | 57.82 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 85,552 CHF | 86,410 CHF | 100.00% | 100.00% |