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% | 1,001.00 CHF | 1,011.00 CHF | 100 | 100 | 100 | 100 | 100,450 CHF | 101,464 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 1,003.00 CHF | 1,013.00 CHF | 100 | 100 | 100 | 100 | 100,252 CHF | 101,265 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 1,007.00 CHF | 1,017.00 CHF | 100 | 100 | 100 | 100 | 100,579 CHF | 101,596 CHF | 74.86% | 74.86% |
15/11/2024 | 1.01% | 1,008.00 CHF | 1,018.00 CHF | 100 | 100 | 100 | 100 | 101,615 CHF | 102,642 CHF | 89.76% | 89.76% |
14/11/2024 | 1.00% | 1,021.00 CHF | 1,032.00 CHF | 100 | 100 | 100 | 100 | 102,146 CHF | 103,174 CHF | 64.32% | 64.32% |
13/11/2024 | 1.01% | 1,023.00 CHF | 1,033.00 CHF | 100 | 100 | 99 | 99 | 101,496 CHF | 102,522 CHF | 83.23% | 83.23% |
12/11/2024 | 1.00% | 1,024.00 CHF | 1,034.00 CHF | 100 | 100 | 100 | 100 | 102,819 CHF | 103,854 CHF | 62.69% | 62.69% |
11/11/2024 | 1.01% | 1,034.00 CHF | 1,045.00 CHF | 100 | 100 | 100 | 100 | 103,127 CHF | 104,176 CHF | 85.63% | 85.63% |
08/11/2024 | 1.01% | 1,028.00 CHF | 1,038.00 CHF | 100 | 100 | 100 | 100 | 102,332 CHF | 103,369 CHF | 92.82% | 92.82% |
07/11/2024 | 1.01% | 1,023.00 CHF | 1,033.00 CHF | 100 | 100 | 90 | 90 | 91,939 CHF | 92,872 CHF | 100.00% | 100.00% |