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% | 75.95 CHF | 76.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 381,097 CHF | 383,951 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 76.10 CHF | 76.65 CHF | 5,000 | 5,000 | 4,891 | 4,891 | 373,271 CHF | 376,120 CHF | 99.85% | 99.85% |
18/11/2024 | 0.75% | 77.85 CHF | 78.45 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 388,685 CHF | 391,609 CHF | 99.48% | 99.48% |
15/11/2024 | 0.75% | 77.15 CHF | 77.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 388,228 CHF | 391,152 CHF | 97.52% | 97.52% |
14/11/2024 | 0.75% | 77.65 CHF | 78.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 386,281 CHF | 389,204 CHF | 37.73% | 37.73% |
13/11/2024 | 0.75% | 77.20 CHF | 77.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 386,350 CHF | 389,262 CHF | 98.28% | 98.28% |
12/11/2024 | 0.75% | 77.40 CHF | 78.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 388,565 CHF | 391,486 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 78.60 CHF | 79.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 394,535 CHF | 397,514 CHF | 98.45% | 98.45% |
08/11/2024 | 0.75% | 78.60 CHF | 79.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 393,530 CHF | 396,496 CHF | 40.96% | 40.96% |
07/11/2024 | 0.75% | 79.15 CHF | 79.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 397,049 CHF | 400,042 CHF | 87.30% | 87.30% |