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% | 27.32 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,600 CHF | 137,685 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,600 CHF | 137,600 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,600 CHF | 137,600 CHF | 99.53% | 99.53% |
15/11/2024 | 0.92% | 27.32 CHF | 27.52 CHF | 5,000 | 5,000 | 4,111 | 4,111 | 112,250 CHF | 113,201 CHF | 98.59% | 98.59% |
14/11/2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,600 CHF | 137,600 CHF | 99.44% | 99.44% |
13/11/2024 | 0.77% | 27.32 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,540 CHF | 137,599 CHF | 97.84% | 97.84% |
12/11/2024 | 0.76% | 27.30 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,561 CHF | 137,600 CHF | 100.00% | 100.00% |
11/11/2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,597 CHF | 137,600 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 27.30 CHF | 27.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,500 CHF | 137,600 CHF | 55.23% | 55.23% |
07/11/2024 | 0.76% | 27.30 CHF | 27.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,500 CHF | 137,535 CHF | 97.65% | 97.65% |