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% | 60.27 CHF | 60.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 60,416 CHF | 60,896 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 60.57 CHF | 61.05 CHF | 400 | 1,000 | 557 | 1,000 | 33,722 CHF | 60,973 CHF | 98.58% | 100.00% |
18/11/2024 | 0.79% | 60.27 CHF | 60.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 59,842 CHF | 60,317 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 59.40 CHF | 59.87 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 59,434 CHF | 59,905 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 60.36 CHF | 60.84 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 60,723 CHF | 61,205 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 60.85 CHF | 61.33 CHF | 1,000 | 1,000 | 982 | 1,000 | 59,507 CHF | 61,073 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 60.98 CHF | 61.46 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 61,699 CHF | 62,188 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 61.86 CHF | 62.35 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 61,252 CHF | 61,890 CHF | 96.64% | 96.64% |
08/11/2024 | 0.79% | 60.81 CHF | 61.29 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 60,719 CHF | 61,201 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 61.07 CHF | 61.56 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 60,956 CHF | 61,439 CHF | 100.00% | 100.00% |