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 | 0.52% | 175.97 CHF | 176.92 CHF | 150 | 150 | 150 | 150 | 27,077 CHF | 27,219 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 168.97 CHF | 169.95 CHF | 150 | 150 | 150 | 150 | 25,390 CHF | 25,537 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 173.44 CHF | 174.39 CHF | 150 | 150 | 150 | 150 | 25,847 CHF | 25,989 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 166.20 CHF | 167.16 CHF | 150 | 150 | 150 | 150 | 23,832 CHF | 23,974 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 174.05 CHF | 174.92 CHF | 150 | 150 | 150 | 150 | 23,974 CHF | 24,102 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 174.95 CHF | 175.75 CHF | 200 | 200 | 200 | 200 | 34,925 CHF | 35,084 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 160.56 CHF | 161.44 CHF | 150 | 150 | 150 | 150 | 25,434 CHF | 25,567 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 184.35 CHF | 185.24 CHF | 150 | 150 | 150 | 150 | 27,900 CHF | 28,032 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 183.00 CHF | 183.91 CHF | 150 | 150 | 150 | 150 | 27,385 CHF | 27,521 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 189.64 CHF | 190.55 CHF | 150 | 150 | 150 | 150 | 29,019 CHF | 29,156 CHF | 100.00% | 100.00% |