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% | 34.62 CHF | 34.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 36,398 CHF | 36,574 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 29.68 CHF | 29.85 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 28,852 CHF | 29,026 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 30.74 CHF | 30.91 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 29,803 CHF | 29,978 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 30.40 CHF | 30.58 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 31,590 CHF | 31,776 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 32.78 CHF | 32.96 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 33,204 CHF | 33,381 CHF | 99.94% | 99.94% |
13/11/2024 | 0.49% | 34.60 CHF | 34.78 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 35,139 CHF | 35,312 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 35.13 CHF | 35.35 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 39,831 CHF | 40,047 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 44.07 CHF | 44.27 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 44,173 CHF | 44,370 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 40.04 CHF | 40.23 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 38,836 CHF | 39,033 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 39.60 CHF | 39.78 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 39,863 CHF | 40,037 CHF | 100.00% | 100.00% |