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 | 0.26% | 49.16 CHF | 49.29 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,015 CHF | 50,143 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 49.87 CHF | 50.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 49,344 CHF | 49,477 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 52.19 CHF | 52.32 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,935 CHF | 51,065 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 50.88 CHF | 51.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,444 CHF | 50,571 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 49.12 CHF | 49.24 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 48,640 CHF | 48,762 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 44.18 CHF | 44.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 44,633 CHF | 44,753 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 43.80 CHF | 43.93 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 47,150 CHF | 47,281 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 49.35 CHF | 49.48 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 49,889 CHF | 50,018 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 48.56 CHF | 48.70 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 50,566 CHF | 50,703 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 52.95 CHF | 53.09 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 52,865 CHF | 53,002 CHF | 100.00% | 100.00% |