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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.32% | 100.52 CHF | 100.83 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 98,721 CHF | 99,037 CHF | 100.00% | 100.00% |
20/11/2024 | 0.33% | 86.34 CHF | 86.63 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 88,149 CHF | 88,437 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 85.96 CHF | 86.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 86,785 CHF | 87,076 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 87.70 CHF | 87.98 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 86,382 CHF | 86,666 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 85.99 CHF | 86.27 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 85,024 CHF | 85,304 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 84.04 CHF | 84.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 82,045 CHF | 82,322 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 79.76 CHF | 80.03 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 79,398 CHF | 79,669 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 76.81 CHF | 77.10 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 79,297 CHF | 79,583 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 82.82 CHF | 83.10 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 82,447 CHF | 82,721 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 78.43 CHF | 78.71 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 78,918 CHF | 79,202 CHF | 100.00% | 100.00% |