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 | 0.96% | 41,369.50 CHF | 41,769.50 CHF | 5 | 5 | 5 | 5 | 207,555 CHF | 209,555 CHF | 100.00% | 100.00% |
19/11/2024 | 0.96% | 41,449.70 CHF | 41,849.70 CHF | 5 | 5 | 5 | 5 | 206,544 CHF | 208,544 CHF | 89.36% | 89.36% |
18/11/2024 | 0.95% | 41,839.20 CHF | 42,239.20 CHF | 5 | 5 | 5 | 5 | 208,618 CHF | 210,618 CHF | 99.68% | 99.68% |
15/11/2024 | 0.95% | 41,503.20 CHF | 41,903.20 CHF | 5 | 5 | 5 | 5 | 209,241 CHF | 211,241 CHF | 100.00% | 100.00% |
14/11/2024 | 0.94% | 42,336.60 CHF | 42,736.60 CHF | 5 | 5 | 5 | 5 | 211,076 CHF | 213,076 CHF | 100.00% | 100.00% |
13/11/2024 | 0.95% | 42,021.50 CHF | 42,421.50 CHF | 5 | 5 | 5 | 5 | 210,629 CHF | 212,629 CHF | 100.00% | 100.00% |
12/11/2024 | 0.94% | 42,266.00 CHF | 42,666.00 CHF | 5 | 5 | 5 | 5 | 212,352 CHF | 214,352 CHF | 98.74% | 98.74% |
11/11/2024 | 0.93% | 42,614.10 CHF | 43,014.10 CHF | 5 | 5 | 5 | 5 | 213,327 CHF | 215,327 CHF | 100.00% | 100.00% |
08/11/2024 | 0.94% | 42,541.60 CHF | 42,941.60 CHF | 5 | 5 | 5 | 5 | 212,769 CHF | 214,769 CHF | 99.84% | 99.84% |
07/11/2024 | 0.94% | 42,468.90 CHF | 42,868.90 CHF | 5 | 5 | 5 | 5 | 212,611 CHF | 214,611 CHF | 100.00% | 100.00% |