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 | 0.80% | 74.89 CHF | 75.49 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 374,498 CHF | 377,498 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 74.88 CHF | 75.48 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 374,366 CHF | 377,366 CHF | 89.38% | 89.38% |
18/11/2024 | 0.80% | 74.89 CHF | 75.49 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 374,356 CHF | 377,356 CHF | 99.68% | 99.68% |
15/11/2024 | 0.80% | 74.72 CHF | 75.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 373,709 CHF | 376,709 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 74.75 CHF | 75.35 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 373,754 CHF | 376,754 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 74.74 CHF | 75.33 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 373,664 CHF | 376,664 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 74.73 CHF | 75.33 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 373,846 CHF | 376,846 CHF | 98.75% | 98.75% |
11/11/2024 | 0.80% | 74.78 CHF | 75.38 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 373,911 CHF | 376,911 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 74.77 CHF | 75.37 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 373,858 CHF | 376,858 CHF | 99.85% | 99.85% |
07/11/2024 | 0.80% | 74.76 CHF | 75.36 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 373,878 CHF | 376,878 CHF | 100.00% | 100.00% |