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 | 0.71% | 55.73 CHF | 56.13 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 139,366 CHF | 140,366 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 55.65 CHF | 56.05 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 139,150 CHF | 140,150 CHF | 89.38% | 89.38% |
18/11/2024 | 0.72% | 55.69 CHF | 56.09 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 139,255 CHF | 140,255 CHF | 99.68% | 99.68% |
15/11/2024 | 0.72% | 55.71 CHF | 56.11 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 139,198 CHF | 140,198 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 55.63 CHF | 56.03 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 139,053 CHF | 140,053 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 55.45 CHF | 55.85 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 138,616 CHF | 139,616 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 55.49 CHF | 55.89 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 138,891 CHF | 139,891 CHF | 98.75% | 98.75% |
11/11/2024 | 0.72% | 55.59 CHF | 55.99 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 138,913 CHF | 139,913 CHF | 100.00% | 100.00% |
08/11/2024 | 0.72% | 55.49 CHF | 55.89 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 138,745 CHF | 139,745 CHF | 99.84% | 99.84% |
07/11/2024 | 0.72% | 55.53 CHF | 55.93 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 138,834 CHF | 139,834 CHF | 100.00% | 100.00% |