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 | 0.52% | 64.90 CHF | 65.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 652,151 CHF | 655,575 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 63.50 CHF | 63.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 635,052 CHF | 638,052 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 63.70 CHF | 64.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 643,674 CHF | 646,798 CHF | 98.90% | 98.90% |
15/11/2024 | 0.49% | 65.00 CHF | 65.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 645,458 CHF | 648,648 CHF | 99.34% | 99.34% |
14/11/2024 | 0.47% | 64.05 CHF | 64.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 638,225 CHF | 641,225 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 62.10 CHF | 62.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 620,404 CHF | 623,404 CHF | 65.04% | 65.04% |
12/11/2024 | 0.47% | 62.05 CHF | 62.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 631,437 CHF | 634,437 CHF | 99.14% | 99.14% |
11/11/2024 | 0.47% | 63.85 CHF | 64.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 636,201 CHF | 639,201 CHF | 99.37% | 99.37% |
08/11/2024 | 0.47% | 63.00 CHF | 63.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 630,671 CHF | 633,671 CHF | 99.37% | 99.37% |
07/11/2024 | 0.47% | 63.60 CHF | 63.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 637,035 CHF | 640,035 CHF | 98.57% | 98.57% |