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 | 0.56% | 768.00 CHF | 772.50 CHF | 150 | 150 | 150 | 150 | 115,438 CHF | 116,090 CHF | 99.97% | 99.97% |
19/11/2024 | 0.56% | 765.00 CHF | 769.00 CHF | 150 | 150 | 150 | 150 | 114,629 CHF | 115,278 CHF | 100.00% | 100.00% |
18/11/2024 | 0.56% | 765.00 CHF | 769.50 CHF | 150 | 150 | 150 | 150 | 113,735 CHF | 114,376 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 762.50 CHF | 767.00 CHF | 150 | 150 | 150 | 150 | 114,097 CHF | 114,745 CHF | 90.47% | 90.47% |
14/11/2024 | 0.57% | 758.50 CHF | 763.00 CHF | 150 | 150 | 150 | 150 | 113,764 CHF | 114,410 CHF | 100.00% | 100.00% |
13/11/2024 | 0.57% | 753.50 CHF | 757.50 CHF | 150 | 150 | 150 | 150 | 113,226 CHF | 113,867 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 755.50 CHF | 759.50 CHF | 150 | 150 | 150 | 150 | 113,584 CHF | 114,230 CHF | 98.07% | 98.07% |
11/11/2024 | 0.57% | 756.50 CHF | 761.00 CHF | 150 | 150 | 150 | 150 | 114,401 CHF | 115,051 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 762.00 CHF | 766.50 CHF | 150 | 150 | 150 | 150 | 114,643 CHF | 115,294 CHF | 100.00% | 100.00% |
07/11/2024 | 0.56% | 769.50 CHF | 774.00 CHF | 150 | 150 | 150 | 150 | 115,093 CHF | 115,744 CHF | 98.73% | 98.73% |