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 | 0.81% | 86.11 CHF | 86.81 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 258,521 CHF | 260,621 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 86.16 CHF | 86.86 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 258,147 CHF | 260,247 CHF | 89.38% | 89.38% |
18/11/2024 | 0.81% | 86.17 CHF | 86.87 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 258,220 CHF | 260,320 CHF | 99.68% | 99.68% |
15/11/2024 | 0.81% | 86.13 CHF | 86.83 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 258,535 CHF | 260,635 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 86.38 CHF | 87.08 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 258,882 CHF | 260,982 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 86.19 CHF | 86.89 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 258,605 CHF | 260,705 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 86.30 CHF | 87.00 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 259,047 CHF | 261,147 CHF | 98.73% | 98.73% |
11/11/2024 | 0.81% | 86.40 CHF | 87.10 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 259,229 CHF | 261,329 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 86.35 CHF | 87.05 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 259,075 CHF | 261,175 CHF | 99.84% | 99.84% |
07/11/2024 | 0.81% | 86.31 CHF | 87.01 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 259,181 CHF | 261,281 CHF | 100.00% | 100.00% |