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 | 0.51% | 87.55 CHF | 88.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 881,596 CHF | 886,096 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 85.70 CHF | 86.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 854,482 CHF | 858,969 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 86.15 CHF | 86.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 857,810 CHF | 862,310 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 86.00 CHF | 86.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 863,837 CHF | 868,337 CHF | 99.35% | 99.35% |
14/11/2024 | 0.52% | 86.75 CHF | 87.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 868,929 CHF | 873,429 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 87.30 CHF | 87.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 873,425 CHF | 877,925 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 87.40 CHF | 87.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 886,620 CHF | 891,120 CHF | 99.14% | 99.14% |
11/11/2024 | 0.50% | 89.75 CHF | 90.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 897,808 CHF | 902,308 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 88.60 CHF | 89.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 882,161 CHF | 886,661 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 88.45 CHF | 88.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 885,160 CHF | 889,660 CHF | 98.56% | 98.56% |