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 | 0.79% | 87.81 CHF | 88.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 88,203 CHF | 88,903 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 87.91 CHF | 88.61 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 87,815 CHF | 88,512 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 88.73 CHF | 89.43 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 88,661 CHF | 89,364 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 88.95 CHF | 89.65 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 89,282 CHF | 89,989 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 89.84 CHF | 90.55 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 89,434 CHF | 90,144 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 89.48 CHF | 90.19 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 89,496 CHF | 90,206 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 90.03 CHF | 90.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 90,666 CHF | 91,385 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 91.89 CHF | 92.62 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 91,760 CHF | 92,716 CHF | 96.52% | 96.52% |
08/11/2024 | 0.79% | 91.16 CHF | 91.89 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 91,229 CHF | 91,953 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 92.18 CHF | 92.91 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 92,437 CHF | 93,170 CHF | 100.00% | 100.00% |