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 | 0.61% | 49.61 CHF | 49.92 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,531 CHF | 50,840 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 48.00 CHF | 48.31 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 49,077 CHF | 49,383 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 47.08 CHF | 47.36 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 45,216 CHF | 45,492 CHF | 100.00% | 100.00% |
15/11/2024 | 0.63% | 41.49 CHF | 41.76 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 40,784 CHF | 41,044 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 40.14 CHF | 40.36 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 37,676 CHF | 37,897 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 39.61 CHF | 39.83 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 39,359 CHF | 39,580 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 38.13 CHF | 38.37 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 40,575 CHF | 40,817 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 43.40 CHF | 43.61 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 44,414 CHF | 44,621 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 36.17 CHF | 36.39 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 36,208 CHF | 36,429 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 38.57 CHF | 38.74 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 77,090 CHF | 77,422 CHF | 99.94% | 99.94% |