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 | 0.20% | 53.38 CHF | 53.49 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 492,272 CHF | 493,262 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 53.74 CHF | 53.86 CHF | 9,000 | 9,000 | 8,974 | 8,974 | 477,327 CHF | 478,344 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 55.85 CHF | 55.97 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 498,648 CHF | 499,728 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 55.74 CHF | 55.86 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 510,104 CHF | 511,184 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 57.21 CHF | 57.32 CHF | 9,000 | 9,000 | 8,956 | 8,956 | 504,714 CHF | 505,701 CHF | 99.95% | 99.95% |
13/11/2024 | 0.20% | 53.85 CHF | 53.96 CHF | 9,000 | 9,000 | 8,977 | 8,977 | 487,229 CHF | 488,218 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 54.49 CHF | 54.61 CHF | 8,000 | 8,000 | 7,975 | 7,975 | 460,777 CHF | 461,802 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 61.27 CHF | 61.39 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 490,310 CHF | 491,270 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 58.61 CHF | 58.74 CHF | 8,000 | 8,000 | 7,980 | 7,980 | 475,411 CHF | 476,450 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 61.90 CHF | 62.03 CHF | 8,000 | 8,000 | 7,962 | 7,962 | 487,664 CHF | 488,690 CHF | 100.00% | 100.00% |