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% | 49.76 CHF | 50.15 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 49,456 CHF | 49,848 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 49.69 CHF | 50.08 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 49,944 CHF | 50,340 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 49.32 CHF | 49.71 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 49,124 CHF | 49,513 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 50.32 CHF | 50.72 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,659 CHF | 51,061 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 49.70 CHF | 50.10 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,122 CHF | 50,519 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 51.28 CHF | 51.68 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,819 CHF | 51,222 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 51.05 CHF | 51.46 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 52,233 CHF | 52,647 CHF | 95.15% | 95.15% |
11/11/2024 | 1.04% | 52.62 CHF | 53.04 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 52,811 CHF | 53,360 CHF | 96.51% | 96.51% |
08/11/2024 | 0.79% | 52.27 CHF | 52.68 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 53,799 CHF | 54,226 CHF | 97.55% | 97.55% |
07/11/2024 | 0.79% | 54.53 CHF | 54.96 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 54,152 CHF | 54,581 CHF | 100.00% | 100.00% |