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 | 0.80% | 211.32 CHF | 213.02 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 318,960 CHF | 321,522 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 211.90 CHF | 213.60 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 316,515 CHF | 319,057 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 213.60 CHF | 215.32 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 320,210 CHF | 322,782 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 213.76 CHF | 215.48 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 322,421 CHF | 325,010 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 216.28 CHF | 218.01 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 322,812 CHF | 325,405 CHF | 99.88% | 99.88% |
13/11/2024 | 0.80% | 212.93 CHF | 214.64 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 320,249 CHF | 322,821 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 213.39 CHF | 215.10 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 322,866 CHF | 325,459 CHF | 99.91% | 99.91% |
11/11/2024 | 0.80% | 218.02 CHF | 219.77 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 326,932 CHF | 329,558 CHF | 99.80% | 99.80% |
08/11/2024 | 0.80% | 215.07 CHF | 216.80 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 322,998 CHF | 325,592 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 216.98 CHF | 218.72 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 325,870 CHF | 328,488 CHF | 100.00% | 100.00% |