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% | 72.75 CHF | 73.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 72,955 CHF | 73,505 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 72.90 CHF | 73.45 CHF | 1,000 | 1,000 | 978 | 978 | 71,480 CHF | 72,027 CHF | 99.85% | 99.85% |
18/11/2024 | 0.75% | 74.25 CHF | 74.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,157 CHF | 74,716 CHF | 99.47% | 99.47% |
15/11/2024 | 0.75% | 73.70 CHF | 74.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,119 CHF | 74,677 CHF | 97.52% | 97.52% |
14/11/2024 | 0.75% | 74.70 CHF | 75.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,372 CHF | 74,933 CHF | 93.02% | 93.02% |
13/11/2024 | 0.75% | 73.75 CHF | 74.35 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 73,837 CHF | 74,393 CHF | 98.28% | 98.28% |
12/11/2024 | 0.75% | 73.95 CHF | 74.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,193 CHF | 74,751 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 74.85 CHF | 75.45 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 75,105 CHF | 75,668 CHF | 98.45% | 98.45% |
08/11/2024 | 0.75% | 74.90 CHF | 75.45 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,969 CHF | 75,536 CHF | 47.53% | 47.53% |
07/11/2024 | 0.75% | 75.20 CHF | 75.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 75,397 CHF | 75,964 CHF | 90.10% | 90.10% |