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 | 0.42% | 64.70 CHF | 64.99 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 68,777 CHF | 69,064 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 64.27 CHF | 64.57 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 62,294 CHF | 62,589 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 66.76 CHF | 67.07 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 66,670 CHF | 66,984 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 71.72 CHF | 72.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,051 CHF | 74,377 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 76.29 CHF | 76.58 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 75,349 CHF | 75,621 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 70.74 CHF | 71.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 69,215 CHF | 69,478 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 68.12 CHF | 68.42 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 75,721 CHF | 76,019 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 82.54 CHF | 82.82 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 81,494 CHF | 81,775 CHF | 99.94% | 99.94% |
08/11/2024 | 0.38% | 74.42 CHF | 74.70 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,621 CHF | 74,906 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 77.10 CHF | 77.39 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 76,727 CHF | 77,013 CHF | 100.00% | 100.00% |