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% | 75.90 CHF | 76.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 380,790 CHF | 383,644 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 76.05 CHF | 76.60 CHF | 5,000 | 5,000 | 4,891 | 4,891 | 373,012 CHF | 375,863 CHF | 99.85% | 99.85% |
18/11/2024 | 0.75% | 77.75 CHF | 78.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 388,061 CHF | 390,988 CHF | 99.53% | 99.53% |
15/11/2024 | 0.75% | 77.05 CHF | 77.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 387,622 CHF | 390,547 CHF | 97.45% | 97.45% |
14/11/2024 | 0.75% | 77.55 CHF | 78.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 385,883 CHF | 388,778 CHF | 37.73% | 37.73% |
13/11/2024 | 0.75% | 77.10 CHF | 77.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 385,922 CHF | 388,831 CHF | 98.22% | 98.22% |
12/11/2024 | 0.75% | 77.30 CHF | 77.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 388,074 CHF | 390,990 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 78.45 CHF | 79.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 393,843 CHF | 396,818 CHF | 98.45% | 98.45% |
08/11/2024 | 0.75% | 78.50 CHF | 79.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 392,869 CHF | 395,831 CHF | 40.89% | 40.89% |
07/11/2024 | 0.75% | 79.00 CHF | 79.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 396,259 CHF | 399,237 CHF | 87.35% | 87.35% |