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% | 95.66 CHF | 96.42 CHF | 700 | 700 | 700 | 700 | 67,033 CHF | 67,565 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 94.82 CHF | 95.57 CHF | 700 | 700 | 700 | 700 | 66,090 CHF | 66,614 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 93.98 CHF | 94.72 CHF | 700 | 700 | 700 | 700 | 63,950 CHF | 64,457 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 91.26 CHF | 91.98 CHF | 700 | 700 | 700 | 700 | 63,766 CHF | 64,272 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 90.58 CHF | 91.29 CHF | 700 | 700 | 700 | 700 | 63,051 CHF | 63,551 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 91.67 CHF | 92.39 CHF | 700 | 700 | 700 | 700 | 64,227 CHF | 64,736 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 91.42 CHF | 92.15 CHF | 700 | 700 | 700 | 700 | 64,978 CHF | 65,494 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 93.11 CHF | 93.85 CHF | 700 | 700 | 700 | 700 | 67,691 CHF | 68,397 CHF | 96.62% | 96.62% |
08/11/2024 | 0.79% | 96.76 CHF | 97.52 CHF | 700 | 700 | 700 | 700 | 68,856 CHF | 69,402 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 97.50 CHF | 98.27 CHF | 700 | 700 | 700 | 700 | 67,882 CHF | 68,420 CHF | 100.00% | 100.00% |