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 | 0.33% | 40.79 CHF | 40.93 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 84,140 CHF | 84,420 CHF | 99.48% | 99.48% |
19/11/2024 | 0.36% | 39.18 CHF | 39.32 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 75,484 CHF | 75,755 CHF | 99.57% | 99.57% |
18/11/2024 | 0.35% | 38.42 CHF | 38.55 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 75,379 CHF | 75,643 CHF | 99.45% | 99.45% |
15/11/2024 | 0.38% | 36.62 CHF | 36.76 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 76,115 CHF | 76,405 CHF | 98.88% | 98.88% |
14/11/2024 | 0.33% | 40.36 CHF | 40.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 79,990 CHF | 80,255 CHF | 99.52% | 99.52% |
13/11/2024 | 0.35% | 39.39 CHF | 39.53 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 76,578 CHF | 76,848 CHF | 99.47% | 99.47% |
12/11/2024 | 0.33% | 41.40 CHF | 41.54 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 84,020 CHF | 84,297 CHF | 99.58% | 99.58% |
11/11/2024 | 0.32% | 42.21 CHF | 42.35 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 87,473 CHF | 87,750 CHF | 99.53% | 99.53% |
08/11/2024 | 0.32% | 42.48 CHF | 42.62 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 84,946 CHF | 85,219 CHF | 99.52% | 99.52% |
07/11/2024 | 0.29% | 41.28 CHF | 41.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 79,091 CHF | 79,325 CHF | 99.57% | 99.57% |