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 | 0.78% | 76.90 CHF | 77.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 385,292 CHF | 388,292 CHF | 100.00% | 100.00% |
19/11/2024 | 0.78% | 76.47 CHF | 77.07 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 381,779 CHF | 384,779 CHF | 89.38% | 89.38% |
18/11/2024 | 0.78% | 76.58 CHF | 77.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 382,368 CHF | 385,368 CHF | 99.68% | 99.68% |
15/11/2024 | 0.78% | 76.49 CHF | 77.09 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 383,026 CHF | 386,026 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 76.74 CHF | 77.34 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 383,846 CHF | 386,846 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 76.82 CHF | 77.42 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 384,334 CHF | 387,334 CHF | 100.00% | 100.00% |
12/11/2024 | 0.77% | 76.88 CHF | 77.48 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 385,755 CHF | 388,755 CHF | 98.74% | 98.74% |
11/11/2024 | 0.77% | 77.36 CHF | 77.96 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 386,850 CHF | 389,850 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 77.11 CHF | 77.71 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 385,499 CHF | 388,499 CHF | 99.84% | 99.84% |
07/11/2024 | 0.77% | 77.15 CHF | 77.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 386,030 CHF | 389,030 CHF | 100.00% | 100.00% |