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 | 0.48% | 88.88 CHF | 89.32 CHF | 5,600 | 5,600 | 5,512 | 5,512 | 493,990 CHF | 496,388 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 87.28 CHF | 87.72 CHF | 5,700 | 5,700 | 5,696 | 5,696 | 495,453 CHF | 497,931 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 87.48 CHF | 87.92 CHF | 5,600 | 5,600 | 5,688 | 5,688 | 496,627 CHF | 499,101 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 87.48 CHF | 87.92 CHF | 5,700 | 5,700 | 5,611 | 5,611 | 493,196 CHF | 495,636 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 88.28 CHF | 88.72 CHF | 5,600 | 5,600 | 5,587 | 5,587 | 494,189 CHF | 496,620 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 88.88 CHF | 89.32 CHF | 5,600 | 5,600 | 5,568 | 5,568 | 495,830 CHF | 498,252 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 89.08 CHF | 89.52 CHF | 5,600 | 5,600 | 5,508 | 5,508 | 496,540 CHF | 498,936 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 91.28 CHF | 91.72 CHF | 5,400 | 5,400 | 5,401 | 5,401 | 492,745 CHF | 495,095 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 90.08 CHF | 90.52 CHF | 5,500 | 5,500 | 5,503 | 5,503 | 493,808 CHF | 496,202 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 89.88 CHF | 90.32 CHF | 5,500 | 5,500 | 5,502 | 5,502 | 495,412 CHF | 497,805 CHF | 99.24% | 99.24% |