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 | 0.50% | 79.80 CHF | 80.20 CHF | 5,600 | 5,600 | 5,511 | 5,511 | 440,691 CHF | 442,896 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 79.48 CHF | 79.72 CHF | 5,700 | 5,700 | 5,696 | 5,696 | 451,984 CHF | 453,380 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 79.48 CHF | 79.72 CHF | 5,600 | 5,600 | 5,688 | 5,688 | 451,605 CHF | 452,999 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 79.40 CHF | 79.80 CHF | 5,700 | 5,700 | 5,611 | 5,611 | 446,252 CHF | 448,496 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 79.60 CHF | 80.00 CHF | 5,600 | 5,600 | 5,587 | 5,587 | 444,738 CHF | 446,974 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 79.68 CHF | 79.92 CHF | 5,600 | 5,600 | 5,568 | 5,568 | 444,508 CHF | 445,872 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 79.88 CHF | 80.12 CHF | 5,600 | 5,600 | 5,508 | 5,508 | 441,256 CHF | 442,606 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 80.28 CHF | 80.52 CHF | 5,400 | 5,400 | 5,401 | 5,401 | 433,858 CHF | 435,182 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 80.00 CHF | 80.40 CHF | 5,500 | 5,500 | 5,503 | 5,503 | 440,046 CHF | 442,247 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 80.28 CHF | 80.52 CHF | 5,500 | 5,500 | 5,502 | 5,502 | 441,583 CHF | 442,931 CHF | 99.76% | 99.76% |