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% | 98.55 CHF | 99.33 CHF | 800 | 800 | 800 | 800 | 79,173 CHF | 79,801 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 98.62 CHF | 99.41 CHF | 800 | 800 | 800 | 800 | 78,773 CHF | 79,397 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 98.97 CHF | 99.76 CHF | 800 | 800 | 800 | 800 | 78,948 CHF | 79,574 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 98.89 CHF | 99.67 CHF | 800 | 800 | 800 | 800 | 79,349 CHF | 79,979 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.27 CHF | 101.07 CHF | 800 | 800 | 787 | 800 | 78,901 CHF | 80,796 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 100.41 CHF | 101.21 CHF | 800 | 800 | 800 | 800 | 80,081 CHF | 80,716 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.51 CHF | 101.31 CHF | 800 | 800 | 800 | 800 | 80,891 CHF | 81,532 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 101.94 CHF | 102.75 CHF | 800 | 800 | 800 | 800 | 81,505 CHF | 82,354 CHF | 96.63% | 96.63% |
08/11/2024 | 0.79% | 101.25 CHF | 102.05 CHF | 800 | 800 | 800 | 800 | 81,104 CHF | 81,748 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 101.70 CHF | 102.50 CHF | 800 | 800 | 800 | 800 | 81,462 CHF | 82,108 CHF | 100.00% | 100.00% |