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 | 0.76% | 61.85 CHF | 62.30 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 154,650 CHF | 155,830 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 61.80 CHF | 62.30 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 154,701 CHF | 155,875 CHF | 99.94% | 99.94% |
18/11/2024 | 0.76% | 61.90 CHF | 62.35 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 154,440 CHF | 155,620 CHF | 71.45% | 71.45% |
15/11/2024 | 0.92% | 61.70 CHF | 62.15 CHF | 2,500 | 2,500 | 2,056 | 2,056 | 126,863 CHF | 127,951 CHF | 98.59% | 98.59% |
14/11/2024 | 0.75% | 61.90 CHF | 62.35 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 154,526 CHF | 155,687 CHF | 96.52% | 96.52% |
13/11/2024 | 0.77% | 61.95 CHF | 62.45 CHF | 2,500 | 2,500 | 2,463 | 2,463 | 151,886 CHF | 153,043 CHF | 83.47% | 83.47% |
12/11/2024 | 0.75% | 61.60 CHF | 62.40 CHF | 1,250 | 1,250 | 2,494 | 2,494 | 154,887 CHF | 156,058 CHF | 91.98% | 91.98% |
11/11/2024 | 0.77% | 62.20 CHF | 62.70 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 155,542 CHF | 156,744 CHF | 93.97% | 93.97% |
08/11/2024 | 0.76% | 62.20 CHF | 62.65 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 155,407 CHF | 156,592 CHF | 52.07% | 52.07% |
07/11/2024 | 0.74% | 62.15 CHF | 62.60 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 155,371 CHF | 156,530 CHF | 96.86% | 96.86% |