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 | 0.46% | 46.52 CHF | 46.74 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 48,108 CHF | 48,328 CHF | 99.49% | 99.49% |
19/11/2024 | 0.48% | 45.55 CHF | 45.77 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 45,539 CHF | 45,760 CHF | 99.49% | 99.55% |
18/11/2024 | 0.49% | 46.31 CHF | 46.52 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 44,704 CHF | 44,922 CHF | 99.49% | 99.49% |
15/11/2024 | 0.49% | 45.91 CHF | 46.14 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 45,638 CHF | 45,860 CHF | 98.96% | 98.96% |
14/11/2024 | 0.44% | 48.17 CHF | 48.35 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 47,844 CHF | 48,054 CHF | 99.48% | 99.48% |
13/11/2024 | 0.59% | 37.46 CHF | 37.68 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 38,333 CHF | 38,557 CHF | 99.50% | 99.50% |
12/11/2024 | 0.61% | 40.92 CHF | 41.19 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 44,190 CHF | 44,461 CHF | 99.57% | 99.57% |
11/11/2024 | 0.54% | 48.69 CHF | 48.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 48,193 CHF | 48,454 CHF | 99.45% | 99.51% |
08/11/2024 | 0.54% | 46.96 CHF | 47.21 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 45,310 CHF | 45,557 CHF | 99.51% | 99.55% |
07/11/2024 | 0.59% | 43.19 CHF | 43.44 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 42,822 CHF | 43,075 CHF | 99.57% | 99.57% |