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 | 0.59% | 84.95 CHF | 85.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 850,580 CHF | 855,577 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 85.08 CHF | 85.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 848,074 CHF | 853,067 CHF | 89.38% | 89.38% |
18/11/2024 | 0.59% | 85.08 CHF | 85.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 849,452 CHF | 854,452 CHF | 99.68% | 99.68% |
15/11/2024 | 0.58% | 85.21 CHF | 85.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 852,485 CHF | 857,480 CHF | 34.09% | 34.09% |
14/11/2024 | 0.58% | 86.05 CHF | 86.55 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 857,294 CHF | 862,294 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 85.49 CHF | 85.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 854,900 CHF | 859,900 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 85.80 CHF | 86.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 859,886 CHF | 864,863 CHF | 98.73% | 98.73% |
11/11/2024 | 0.58% | 86.27 CHF | 86.77 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 862,808 CHF | 867,808 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 86.09 CHF | 86.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 861,592 CHF | 866,592 CHF | 99.84% | 99.84% |
07/11/2024 | 0.58% | 86.02 CHF | 86.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 863,673 CHF | 868,673 CHF | 100.00% | 100.00% |