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 | 0.38% | 136.06 CHF | 136.59 CHF | 500 | 500 | 500 | 500 | 70,686 CHF | 70,953 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 120.96 CHF | 121.49 CHF | 500 | 500 | 500 | 500 | 59,224 CHF | 59,488 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 124.16 CHF | 124.69 CHF | 500 | 500 | 500 | 500 | 60,666 CHF | 60,932 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 123.11 CHF | 123.67 CHF | 500 | 500 | 500 | 500 | 63,331 CHF | 63,606 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 130.21 CHF | 130.74 CHF | 500 | 500 | 500 | 500 | 65,720 CHF | 65,979 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 135.57 CHF | 136.08 CHF | 500 | 500 | 500 | 500 | 68,544 CHF | 68,799 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 136.90 CHF | 137.49 CHF | 500 | 500 | 500 | 500 | 74,904 CHF | 75,202 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 161.47 CHF | 162.03 CHF | 500 | 500 | 500 | 500 | 80,878 CHF | 81,156 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 150.02 CHF | 150.58 CHF | 500 | 500 | 500 | 500 | 73,315 CHF | 73,593 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 148.88 CHF | 149.39 CHF | 500 | 500 | 500 | 500 | 74,773 CHF | 75,028 CHF | 100.00% | 100.00% |