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% | 86.24 CHF | 86.92 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 172,773 CHF | 174,143 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 86.28 CHF | 86.97 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 172,815 CHF | 174,186 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 86.99 CHF | 87.68 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 173,552 CHF | 174,929 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 87.06 CHF | 87.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 176,137 CHF | 177,534 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 89.08 CHF | 89.79 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 178,824 CHF | 180,243 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 88.77 CHF | 89.47 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 176,626 CHF | 178,027 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 88.81 CHF | 89.51 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 174,977 CHF | 176,365 CHF | 94.97% | 94.97% |
11/11/2024 | 1.04% | 87.92 CHF | 88.62 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 174,790 CHF | 176,608 CHF | 96.52% | 96.52% |
08/11/2024 | 0.79% | 86.53 CHF | 87.22 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 174,216 CHF | 175,598 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 87.86 CHF | 88.56 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 174,508 CHF | 175,893 CHF | 100.00% | 100.00% |