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 | 1.01% | 62.37 CHF | 63.00 CHF | 500 | 500 | 500 | 500 | 31,145 CHF | 31,460 CHF | 99.94% | 99.94% |
19/11/2024 | 1.00% | 62.16 CHF | 62.78 CHF | 500 | 500 | 500 | 500 | 31,076 CHF | 31,388 CHF | 99.51% | 99.51% |
18/11/2024 | 1.00% | 61.49 CHF | 62.11 CHF | 500 | 500 | 500 | 500 | 30,713 CHF | 31,023 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 60.96 CHF | 61.57 CHF | 500 | 500 | 500 | 500 | 30,523 CHF | 30,830 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 61.35 CHF | 61.97 CHF | 500 | 500 | 500 | 500 | 30,678 CHF | 30,986 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 62.27 CHF | 62.90 CHF | 500 | 500 | 500 | 500 | 31,115 CHF | 31,428 CHF | 99.90% | 99.90% |
12/11/2024 | 1.00% | 61.57 CHF | 62.19 CHF | 500 | 500 | 500 | 500 | 31,127 CHF | 31,440 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 62.93 CHF | 63.56 CHF | 500 | 500 | 500 | 500 | 31,477 CHF | 31,792 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 62.36 CHF | 62.99 CHF | 500 | 500 | 500 | 500 | 31,650 CHF | 31,968 CHF | 99.92% | 99.92% |
07/11/2024 | 1.00% | 65.35 CHF | 66.01 CHF | 500 | 500 | 500 | 500 | 32,272 CHF | 32,597 CHF | 99.87% | 99.87% |