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 | 1.66% | 80.10 CHF | 81.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 160,258 CHF | 162,942 CHF | 100.00% | 100.00% |
19/11/2024 | 1.67% | 79.90 CHF | 81.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 159,858 CHF | 162,542 CHF | 100.00% | 100.00% |
18/11/2024 | 1.69% | 78.65 CHF | 80.05 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 157,282 CHF | 159,966 CHF | 100.00% | 100.00% |
15/11/2024 | 1.70% | 78.10 CHF | 79.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 156,258 CHF | 158,942 CHF | 100.00% | 100.00% |
14/11/2024 | 1.72% | 77.25 CHF | 78.65 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 154,558 CHF | 157,242 CHF | 99.97% | 99.97% |
13/11/2024 | 1.67% | 79.45 CHF | 80.85 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 158,958 CHF | 161,642 CHF | 100.00% | 100.00% |
12/11/2024 | 1.63% | 79.90 CHF | 81.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 159,888 CHF | 162,512 CHF | 65.54% | 65.54% |
11/11/2024 | 1.61% | 82.60 CHF | 84.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 165,258 CHF | 167,942 CHF | 100.00% | 100.00% |
08/11/2024 | 1.59% | 83.65 CHF | 85.05 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 167,425 CHF | 170,109 CHF | 99.82% | 99.82% |
07/11/2024 | 1.58% | 84.25 CHF | 85.65 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 168,557 CHF | 171,243 CHF | 99.91% | 99.91% |