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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.79% | 106.14 CHF | 106.98 CHF | 600 | 600 | 600 | 600 | 64,427 CHF | 64,938 CHF | 96.41% | 96.41% |
22/11/2024 | 0.79% | 107.08 CHF | 107.93 CHF | 600 | 600 | 600 | 600 | 64,376 CHF | 64,886 CHF | 90.27% | 90.27% |
20/11/2024 | 0.79% | 104.25 CHF | 105.08 CHF | 600 | 600 | 600 | 600 | 62,864 CHF | 63,363 CHF | 98.05% | 98.05% |
19/11/2024 | 0.79% | 103.77 CHF | 104.59 CHF | 600 | 600 | 600 | 600 | 62,196 CHF | 62,689 CHF | 97.92% | 97.92% |
18/11/2024 | 0.79% | 103.77 CHF | 104.59 CHF | 600 | 600 | 600 | 600 | 60,812 CHF | 61,294 CHF | 96.80% | 96.80% |
15/11/2024 | 0.79% | 100.62 CHF | 101.42 CHF | 600 | 600 | 600 | 600 | 59,834 CHF | 60,308 CHF | 97.28% | 97.28% |
14/11/2024 | 0.79% | 100.82 CHF | 101.62 CHF | 600 | 600 | 600 | 600 | 60,086 CHF | 60,562 CHF | 96.61% | 96.61% |
13/11/2024 | 0.79% | 100.39 CHF | 101.19 CHF | 600 | 600 | 600 | 600 | 59,865 CHF | 60,340 CHF | 97.07% | 97.07% |
12/11/2024 | 0.79% | 97.32 CHF | 98.09 CHF | 600 | 600 | 600 | 600 | 58,953 CHF | 59,421 CHF | 95.33% | 95.33% |
11/11/2024 | 1.04% | 99.83 CHF | 100.62 CHF | 600 | 600 | 600 | 600 | 60,366 CHF | 60,994 CHF | 96.52% | 96.52% |