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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.62% | 43.05 CHF | 43.32 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 42,735 CHF | 42,999 CHF | 100.00% | 100.00% |
27/11/2024 | 0.66% | 42.20 CHF | 42.46 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 40,960 CHF | 41,230 CHF | 100.00% | 100.00% |
26/11/2024 | 0.64% | 41.67 CHF | 41.94 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 41,891 CHF | 42,159 CHF | 100.00% | 100.00% |
25/11/2024 | 0.66% | 41.67 CHF | 41.94 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 41,123 CHF | 41,395 CHF | 100.00% | 100.00% |
22/11/2024 | 0.63% | 41.87 CHF | 42.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 80,839 CHF | 81,349 CHF | 100.00% | 100.00% |
20/11/2024 | 0.64% | 31.31 CHF | 31.52 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 65,262 CHF | 65,680 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 31.04 CHF | 31.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 63,296 CHF | 63,724 CHF | 100.00% | 100.00% |
18/11/2024 | 0.65% | 32.32 CHF | 32.53 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 62,758 CHF | 63,168 CHF | 100.00% | 100.00% |
15/11/2024 | 0.65% | 31.11 CHF | 31.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 60,847 CHF | 61,242 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 29.73 CHF | 29.90 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 56,759 CHF | 57,134 CHF | 100.00% | 100.00% |