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 | 0.85% | 93.74 CHF | 94.54 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 235,649 CHF | 237,649 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 93.50 CHF | 94.30 CHF | 2,500 | 2,400 | 2,500 | 2,470 | 233,850 CHF | 233,012 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 93.91 CHF | 94.71 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 233,921 CHF | 235,921 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.63 CHF | 94.43 CHF | 2,300 | 2,500 | 2,328 | 2,500 | 218,896 CHF | 237,045 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.78 CHF | 95.58 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 235,898 CHF | 237,898 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 94.03 CHF | 94.83 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 234,624 CHF | 236,624 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 94.34 CHF | 95.14 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 238,306 CHF | 240,306 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 96.33 CHF | 97.13 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 240,784 CHF | 242,784 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.15 CHF | 95.95 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 237,934 CHF | 239,934 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.67 CHF | 96.47 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 239,582 CHF | 241,582 CHF | 100.00% | 100.00% |