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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.77% | 37.80 CHF | 38.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 75,625 CHF | 76,209 CHF | 97.82% | 97.82% |
12/11/2024 | 0.75% | 38.00 CHF | 38.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 76,333 CHF | 76,905 CHF | 97.96% | 97.96% |
11/11/2024 | 0.76% | 38.40 CHF | 38.70 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 77,123 CHF | 77,714 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 38.55 CHF | 38.85 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 77,300 CHF | 77,872 CHF | 55.20% | 55.20% |
07/11/2024 | 0.74% | 38.70 CHF | 39.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 77,551 CHF | 78,130 CHF | 97.68% | 97.68% |
06/11/2024 | 0.75% | 38.85 CHF | 39.15 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 78,031 CHF | 78,615 CHF | 99.61% | 99.61% |
05/11/2024 | 0.76% | 38.90 CHF | 39.20 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 78,228 CHF | 78,822 CHF | 99.43% | 99.43% |
04/11/2024 | 0.74% | 39.25 CHF | 39.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 78,462 CHF | 79,045 CHF | 99.57% | 99.57% |
01/11/2024 | 0.71% | 39.10 CHF | 39.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 77,907 CHF | 78,461 CHF | 98.14% | 98.14% |
31/10/2024 | 0.75% | 38.75 CHF | 39.05 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 77,467 CHF | 78,050 CHF | 99.55% | 99.55% |