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 | 0.33% | 37.04 CHF | 37.16 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 92,790 CHF | 93,098 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 36.64 CHF | 36.76 CHF | 2,500 | 2,500 | 2,511 | 2,511 | 91,826 CHF | 92,135 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 36.74 CHF | 36.86 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 92,044 CHF | 92,351 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 36.74 CHF | 36.86 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 92,312 CHF | 92,619 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 37.34 CHF | 37.46 CHF | 2,500 | 2,500 | 2,471 | 2,471 | 92,180 CHF | 92,485 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 37.34 CHF | 37.46 CHF | 2,400 | 2,400 | 2,446 | 2,446 | 91,262 CHF | 91,563 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 37.44 CHF | 37.56 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 90,362 CHF | 90,658 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 37.84 CHF | 37.96 CHF | 2,400 | 2,400 | 2,396 | 2,396 | 90,997 CHF | 91,291 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 38.04 CHF | 38.16 CHF | 2,400 | 2,400 | 2,388 | 2,388 | 90,879 CHF | 91,172 CHF | 99.80% | 99.80% |
07/11/2024 | 0.52% | 38.10 CHF | 38.30 CHF | 2,400 | 2,400 | 2,327 | 2,327 | 88,646 CHF | 89,111 CHF | 99.76% | 99.76% |