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 | 0.80% | 79.74 CHF | 80.38 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 180,262 CHF | 181,710 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 79.62 CHF | 80.26 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 179,516 CHF | 180,958 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 80.29 CHF | 80.93 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 180,825 CHF | 182,278 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 80.82 CHF | 81.47 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 183,622 CHF | 185,097 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 82.46 CHF | 83.12 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 185,527 CHF | 187,017 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 81.92 CHF | 82.58 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 184,031 CHF | 185,509 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 82.01 CHF | 82.67 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 185,620 CHF | 187,111 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 82.90 CHF | 83.57 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 186,694 CHF | 188,194 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 82.14 CHF | 82.80 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 184,704 CHF | 186,188 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 82.38 CHF | 83.04 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 184,961 CHF | 186,446 CHF | 100.00% | 100.00% |