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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.68% | 43.84 CHF | 44.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 438,272 CHF | 441,272 CHF | 100.00% | 100.00% |
22/11/2024 | 0.68% | 43.76 CHF | 44.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 437,476 CHF | 440,476 CHF | 100.00% | 100.00% |
20/11/2024 | 0.69% | 43.47 CHF | 43.77 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 435,147 CHF | 438,147 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 43.40 CHF | 43.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 433,593 CHF | 436,593 CHF | 89.38% | 89.38% |
18/11/2024 | 0.69% | 43.52 CHF | 43.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 435,760 CHF | 438,760 CHF | 99.68% | 99.68% |
15/11/2024 | 0.69% | 43.60 CHF | 43.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 435,793 CHF | 438,793 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 43.58 CHF | 43.88 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 435,713 CHF | 438,713 CHF | 100.00% | 100.00% |
13/11/2024 | 0.69% | 43.55 CHF | 43.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 435,304 CHF | 438,304 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 43.57 CHF | 43.87 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 435,981 CHF | 438,981 CHF | 98.75% | 98.75% |
11/11/2024 | 0.68% | 43.66 CHF | 43.96 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 436,681 CHF | 439,681 CHF | 100.00% | 100.00% |