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% | 49.89 CHF | 50.02 CHF | 750 | 750 | 750 | 750 | 37,639 CHF | 37,737 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 48.67 CHF | 48.80 CHF | 750 | 750 | 750 | 750 | 37,069 CHF | 37,169 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 50.52 CHF | 50.66 CHF | 750 | 750 | 750 | 750 | 37,308 CHF | 37,406 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 49.35 CHF | 49.48 CHF | 750 | 750 | 750 | 750 | 36,970 CHF | 37,064 CHF | 98.85% | 98.85% |
14/11/2024 | 0.28% | 47.49 CHF | 47.61 CHF | 750 | 750 | 750 | 750 | 34,592 CHF | 34,688 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 47.40 CHF | 47.53 CHF | 750 | 750 | 750 | 750 | 36,338 CHF | 36,434 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 47.52 CHF | 47.66 CHF | 500 | 500 | 500 | 500 | 24,813 CHF | 24,885 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 53.99 CHF | 54.14 CHF | 500 | 500 | 500 | 500 | 28,342 CHF | 28,418 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 57.14 CHF | 57.32 CHF | 500 | 500 | 500 | 500 | 31,336 CHF | 31,426 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 74.54 CHF | 74.70 CHF | 500 | 500 | 500 | 500 | 36,489 CHF | 36,571 CHF | 100.00% | 100.00% |