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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.39% | 120.29 CHF | 120.76 CHF | 250 | 250 | 250 | 250 | 30,114 CHF | 30,232 CHF | 100.00% | 100.00% |
22/11/2024 | 0.38% | 117.37 CHF | 117.82 CHF | 250 | 250 | 250 | 250 | 28,581 CHF | 28,691 CHF | 99.23% | 99.26% |
20/11/2024 | 0.40% | 104.83 CHF | 105.26 CHF | 250 | 250 | 250 | 250 | 26,632 CHF | 26,738 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 101.25 CHF | 101.67 CHF | 250 | 250 | 250 | 250 | 24,534 CHF | 24,641 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 104.29 CHF | 104.72 CHF | 250 | 250 | 250 | 250 | 25,826 CHF | 25,932 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 101.91 CHF | 102.33 CHF | 250 | 250 | 250 | 250 | 26,038 CHF | 26,144 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 103.89 CHF | 104.30 CHF | 250 | 250 | 250 | 250 | 25,351 CHF | 25,464 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 99.51 CHF | 99.96 CHF | 250 | 250 | 250 | 250 | 24,986 CHF | 25,097 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 95.93 CHF | 96.40 CHF | 250 | 250 | 250 | 250 | 25,049 CHF | 25,165 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 105.10 CHF | 105.59 CHF | 250 | 250 | 250 | 250 | 27,484 CHF | 27,608 CHF | 100.00% | 100.00% |