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 | 0.29% | 143.49 CHF | 143.91 CHF | 500 | 500 | 500 | 500 | 73,347 CHF | 73,558 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 143.39 CHF | 143.82 CHF | 500 | 500 | 500 | 500 | 70,997 CHF | 71,212 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 147.64 CHF | 148.06 CHF | 500 | 500 | 500 | 500 | 73,008 CHF | 73,218 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 142.12 CHF | 142.53 CHF | 500 | 500 | 500 | 500 | 70,907 CHF | 71,112 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 139.37 CHF | 139.75 CHF | 500 | 500 | 500 | 500 | 68,406 CHF | 68,597 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 131.99 CHF | 132.36 CHF | 500 | 500 | 500 | 500 | 66,409 CHF | 66,598 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 132.05 CHF | 132.46 CHF | 250 | 250 | 250 | 250 | 34,815 CHF | 34,919 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 149.03 CHF | 149.43 CHF | 500 | 500 | 500 | 500 | 75,000 CHF | 75,203 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 144.65 CHF | 145.07 CHF | 500 | 500 | 500 | 500 | 73,301 CHF | 73,510 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 149.49 CHF | 149.92 CHF | 250 | 250 | 250 | 250 | 37,665 CHF | 37,773 CHF | 100.00% | 100.00% |