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 | 0.20% | 25.05 CHF | 25.10 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 127,454 CHF | 127,707 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 24.80 CHF | 24.85 CHF | 5,200 | 5,200 | 5,111 | 5,111 | 126,885 CHF | 127,141 CHF | 98.90% | 98.90% |
18/11/2024 | 0.20% | 24.95 CHF | 25.00 CHF | 5,100 | 5,100 | 5,097 | 5,097 | 127,055 CHF | 127,310 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 24.70 CHF | 24.75 CHF | 5,200 | 5,200 | 5,250 | 5,250 | 128,219 CHF | 128,482 CHF | 71.80% | 71.80% |
14/11/2024 | 0.21% | 25.00 CHF | 25.05 CHF | 5,200 | 5,200 | 5,168 | 5,168 | 126,565 CHF | 126,824 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 25.00 CHF | 25.05 CHF | 5,100 | 5,100 | 5,108 | 5,108 | 127,613 CHF | 127,869 CHF | 99.36% | 99.36% |
12/11/2024 | 0.20% | 24.50 CHF | 24.55 CHF | 5,200 | 5,200 | 5,151 | 5,151 | 127,620 CHF | 127,878 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 25.25 CHF | 25.30 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 127,909 CHF | 128,161 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 25.20 CHF | 25.25 CHF | 5,100 | 5,100 | 5,055 | 5,055 | 127,381 CHF | 127,634 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 25.40 CHF | 25.45 CHF | 5,100 | 5,100 | 5,052 | 5,052 | 129,068 CHF | 129,321 CHF | 100.00% | 100.00% |