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 | 0.74% | 40.08 CHF | 40.38 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 301,491 CHF | 303,741 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 40.12 CHF | 40.42 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 300,438 CHF | 302,688 CHF | 89.38% | 89.38% |
18/11/2024 | 0.74% | 40.17 CHF | 40.47 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 302,087 CHF | 304,337 CHF | 99.68% | 99.68% |
15/11/2024 | 0.74% | 40.34 CHF | 40.64 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 302,948 CHF | 305,198 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 40.12 CHF | 40.42 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 301,129 CHF | 303,379 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 40.03 CHF | 40.33 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 300,249 CHF | 302,499 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 40.08 CHF | 40.38 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 302,269 CHF | 304,519 CHF | 98.74% | 98.74% |
11/11/2024 | 0.74% | 40.47 CHF | 40.77 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 303,413 CHF | 305,663 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 40.26 CHF | 40.56 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 301,692 CHF | 303,942 CHF | 99.84% | 99.84% |
07/11/2024 | 0.75% | 40.08 CHF | 40.38 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 299,986 CHF | 302,236 CHF | 100.00% | 100.00% |