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 | 0.79% | 75.92 CHF | 76.52 CHF | 800 | 800 | 800 | 800 | 60,801 CHF | 61,283 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 75.69 CHF | 76.29 CHF | 800 | 800 | 589 | 800 | 44,650 CHF | 61,092 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 76.37 CHF | 76.97 CHF | 800 | 800 | 800 | 800 | 61,072 CHF | 61,557 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 76.39 CHF | 77.00 CHF | 800 | 800 | 800 | 730 | 61,811 CHF | 56,806 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 77.74 CHF | 78.35 CHF | 800 | 800 | 800 | 800 | 62,138 CHF | 62,631 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 77.01 CHF | 77.62 CHF | 800 | 800 | 800 | 800 | 61,813 CHF | 62,303 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 77.49 CHF | 78.11 CHF | 800 | 800 | 800 | 800 | 62,247 CHF | 62,740 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 78.25 CHF | 78.87 CHF | 800 | 800 | 800 | 800 | 62,601 CHF | 63,253 CHF | 96.63% | 96.63% |
08/11/2024 | 0.79% | 78.00 CHF | 78.62 CHF | 800 | 800 | 800 | 800 | 62,412 CHF | 62,907 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 78.46 CHF | 79.08 CHF | 800 | 800 | 800 | 800 | 62,897 CHF | 63,396 CHF | 100.00% | 100.00% |