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 | 0.75% | 79.58 CHF | 80.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 399,167 CHF | 402,166 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 78.90 CHF | 79.50 CHF | 5,000 | 5,000 | 5,000 | 4,999 | 393,670 CHF | 396,628 CHF | 89.38% | 89.38% |
18/11/2024 | 0.76% | 79.05 CHF | 79.65 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 394,521 CHF | 397,521 CHF | 99.68% | 99.68% |
15/11/2024 | 0.76% | 78.90 CHF | 79.50 CHF | 5,000 | 3,875 | 5,000 | 5,000 | 395,685 CHF | 398,684 CHF | 91.85% | 91.85% |
14/11/2024 | 0.75% | 79.32 CHF | 79.92 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 396,797 CHF | 399,797 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 79.47 CHF | 80.07 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 397,673 CHF | 400,673 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 79.53 CHF | 80.13 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 399,838 CHF | 402,838 CHF | 98.73% | 98.73% |
11/11/2024 | 0.74% | 80.33 CHF | 80.93 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 401,738 CHF | 404,738 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 79.94 CHF | 80.54 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 399,406 CHF | 402,406 CHF | 99.84% | 99.84% |
07/11/2024 | 0.75% | 79.97 CHF | 80.57 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 400,250 CHF | 403,250 CHF | 100.00% | 100.00% |