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% | 98.11 CHF | 98.91 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 245,275 CHF | 247,275 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.11 CHF | 98.91 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 245,268 CHF | 247,268 CHF | 89.38% | 89.38% |
18/11/2024 | 0.81% | 98.10 CHF | 98.90 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 245,261 CHF | 247,261 CHF | 99.68% | 99.68% |
15/11/2024 | 0.81% | 98.07 CHF | 98.87 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 245,161 CHF | 247,161 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.04 CHF | 98.84 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 245,018 CHF | 247,018 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.31 CHF | 98.11 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 243,328 CHF | 245,328 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.48 CHF | 98.28 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 243,847 CHF | 245,847 CHF | 98.75% | 98.75% |
11/11/2024 | 0.82% | 97.66 CHF | 98.46 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 244,210 CHF | 246,210 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.86 CHF | 98.66 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 244,576 CHF | 246,576 CHF | 99.85% | 99.85% |
07/11/2024 | 0.81% | 97.76 CHF | 98.56 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 244,558 CHF | 246,558 CHF | 100.00% | 100.00% |