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 | 0.28% | 62.93 CHF | 63.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 128,542 CHF | 128,896 CHF | 99.55% | 99.55% |
19/11/2024 | 0.29% | 62.58 CHF | 62.76 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 125,811 CHF | 126,177 CHF | 99.49% | 99.49% |
18/11/2024 | 0.28% | 65.81 CHF | 65.99 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 130,381 CHF | 130,747 CHF | 99.57% | 99.57% |
15/11/2024 | 0.27% | 65.26 CHF | 65.44 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 130,155 CHF | 130,512 CHF | 98.83% | 98.88% |
14/11/2024 | 0.26% | 64.57 CHF | 64.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 127,061 CHF | 127,394 CHF | 99.58% | 99.58% |
13/11/2024 | 0.25% | 62.78 CHF | 62.95 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 128,840 CHF | 129,164 CHF | 99.58% | 99.58% |
12/11/2024 | 0.27% | 61.80 CHF | 61.97 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 128,852 CHF | 129,200 CHF | 99.54% | 99.54% |
11/11/2024 | 0.25% | 67.95 CHF | 68.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 136,923 CHF | 137,264 CHF | 99.58% | 99.58% |
08/11/2024 | 0.26% | 65.95 CHF | 66.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 133,459 CHF | 133,810 CHF | 99.50% | 99.50% |
07/11/2024 | 0.26% | 68.78 CHF | 68.96 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 137,912 CHF | 138,266 CHF | 99.52% | 99.52% |