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 | 0.75% | 76.00 CHF | 76.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 381,337 CHF | 384,212 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 76.15 CHF | 76.70 CHF | 5,000 | 5,000 | 4,891 | 4,891 | 373,456 CHF | 376,307 CHF | 99.85% | 99.85% |
18/11/2024 | 0.75% | 77.95 CHF | 78.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 389,138 CHF | 392,080 CHF | 99.32% | 99.32% |
15/11/2024 | 0.75% | 77.20 CHF | 77.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 388,677 CHF | 391,598 CHF | 97.45% | 97.45% |
14/11/2024 | 0.75% | 77.70 CHF | 78.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 386,558 CHF | 389,485 CHF | 37.73% | 37.73% |
13/11/2024 | 0.75% | 77.20 CHF | 77.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 387,119 CHF | 390,030 CHF | 64.33% | 64.33% |
12/11/2024 | 0.76% | 77.45 CHF | 78.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 388,892 CHF | 391,842 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 78.70 CHF | 79.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 395,034 CHF | 398,023 CHF | 98.45% | 98.45% |
08/11/2024 | 0.75% | 78.70 CHF | 79.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 394,010 CHF | 396,985 CHF | 39.64% | 39.64% |
07/11/2024 | 0.75% | 79.25 CHF | 79.85 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 397,536 CHF | 400,536 CHF | 89.95% | 89.95% |