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 | 0.68% | 53.47 CHF | 53.85 CHF | 250 | 250 | 250 | 250 | 13,822 CHF | 13,916 CHF | 100.00% | 100.00% |
19/11/2024 | 0.78% | 50.68 CHF | 51.08 CHF | 250 | 250 | 250 | 250 | 12,701 CHF | 12,800 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 52.51 CHF | 52.89 CHF | 250 | 250 | 250 | 250 | 13,016 CHF | 13,110 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 49.63 CHF | 50.01 CHF | 250 | 250 | 250 | 250 | 11,672 CHF | 11,767 CHF | 99.84% | 99.84% |
14/11/2024 | 0.74% | 52.81 CHF | 53.16 CHF | 250 | 250 | 250 | 250 | 11,755 CHF | 11,841 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 53.21 CHF | 53.52 CHF | 500 | 500 | 500 | 500 | 26,537 CHF | 26,694 CHF | 100.00% | 100.00% |
12/11/2024 | 0.71% | 47.46 CHF | 47.83 CHF | 250 | 250 | 250 | 250 | 12,802 CHF | 12,893 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 57.34 CHF | 57.71 CHF | 250 | 250 | 250 | 250 | 14,507 CHF | 14,599 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 56.80 CHF | 57.18 CHF | 250 | 250 | 250 | 250 | 14,156 CHF | 14,250 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 59.59 CHF | 59.97 CHF | 250 | 250 | 250 | 250 | 15,297 CHF | 15,392 CHF | 100.00% | 100.00% |