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 | 0.41% | 98.54 CHF | 98.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 99,776 CHF | 100,188 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 96.40 CHF | 96.81 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 97,839 CHF | 98,248 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 95.17 CHF | 95.55 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 92,518 CHF | 92,902 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 87.31 CHF | 87.68 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 86,303 CHF | 86,671 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 85.42 CHF | 85.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 81,860 CHF | 82,177 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 84.63 CHF | 84.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 84,267 CHF | 84,584 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 82.50 CHF | 82.84 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 85,918 CHF | 86,252 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 89.82 CHF | 90.13 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 91,303 CHF | 91,606 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 79.21 CHF | 79.52 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 79,259 CHF | 79,574 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 82.56 CHF | 82.82 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 82,518 CHF | 82,781 CHF | 100.00% | 100.00% |