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 | 1.20% | 75.11 CHF | 76.02 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 113,780 CHF | 115,154 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 75.01 CHF | 75.91 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 111,610 CHF | 112,958 CHF | 100.00% | 100.00% |
18/11/2024 | 1.20% | 74.91 CHF | 75.81 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 111,549 CHF | 112,895 CHF | 99.98% | 99.98% |
15/11/2024 | 1.20% | 73.63 CHF | 74.52 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 111,012 CHF | 112,352 CHF | 100.00% | 100.00% |
14/11/2024 | 1.20% | 74.71 CHF | 75.61 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 113,194 CHF | 114,560 CHF | 100.00% | 100.00% |
13/11/2024 | 1.20% | 76.43 CHF | 77.35 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 113,766 CHF | 115,139 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 75.47 CHF | 76.39 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 113,132 CHF | 114,498 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 75.29 CHF | 76.20 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 112,048 CHF | 113,401 CHF | 100.00% | 100.00% |
08/11/2024 | 1.20% | 72.77 CHF | 73.65 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 108,928 CHF | 110,243 CHF | 100.00% | 100.00% |
07/11/2024 | 1.20% | 72.54 CHF | 73.41 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 108,111 CHF | 109,416 CHF | 100.00% | 100.00% |