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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.65% | 45.95 CHF | 46.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 459,145 CHF | 462,145 CHF | 100.00% | 100.00% |
20/11/2024 | 0.65% | 45.75 CHF | 46.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 458,588 CHF | 461,588 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 45.75 CHF | 46.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 456,582 CHF | 459,582 CHF | 89.38% | 89.38% |
18/11/2024 | 0.65% | 45.79 CHF | 46.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 457,571 CHF | 460,571 CHF | 99.68% | 99.68% |
15/11/2024 | 0.65% | 45.80 CHF | 46.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 458,415 CHF | 461,415 CHF | 100.00% | 100.00% |
14/11/2024 | 0.65% | 45.90 CHF | 46.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 458,873 CHF | 461,873 CHF | 100.00% | 100.00% |
13/11/2024 | 0.65% | 45.79 CHF | 46.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 457,786 CHF | 460,786 CHF | 100.00% | 100.00% |
12/11/2024 | 0.65% | 45.74 CHF | 46.04 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 458,516 CHF | 461,516 CHF | 98.75% | 98.75% |
11/11/2024 | 0.65% | 45.89 CHF | 46.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 458,352 CHF | 461,352 CHF | 100.00% | 100.00% |
08/11/2024 | 0.65% | 45.75 CHF | 46.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 457,576 CHF | 460,576 CHF | 99.85% | 99.85% |