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 | 1.00% | 851.45 CHF | 860.01 CHF | 750 | 750 | 750 | 750 | 643,456 CHF | 649,923 CHF | 99.99% | 99.99% |
19/11/2024 | 1.00% | 843.07 CHF | 851.54 CHF | 750 | 750 | 750 | 750 | 634,218 CHF | 640,593 CHF | 99.71% | 99.71% |
18/11/2024 | 1.00% | 861.96 CHF | 870.62 CHF | 750 | 750 | 750 | 750 | 646,738 CHF | 653,237 CHF | 99.97% | 99.97% |
15/11/2024 | 1.00% | 855.95 CHF | 864.55 CHF | 750 | 750 | 750 | 750 | 651,026 CHF | 657,569 CHF | 99.95% | 99.95% |
14/11/2024 | 1.00% | 885.46 CHF | 894.36 CHF | 750 | 750 | 750 | 750 | 673,536 CHF | 680,305 CHF | 99.92% | 99.92% |
13/11/2024 | 1.00% | 908.77 CHF | 917.90 CHF | 740 | 750 | 747 | 750 | 666,089 CHF | 675,846 CHF | 99.80% | 99.80% |
12/11/2024 | 1.00% | 881.46 CHF | 890.32 CHF | 750 | 750 | 750 | 750 | 657,381 CHF | 663,988 CHF | 99.99% | 99.99% |
11/11/2024 | 1.00% | 869.10 CHF | 877.83 CHF | 750 | 750 | 750 | 750 | 643,972 CHF | 650,444 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 842.88 CHF | 851.35 CHF | 750 | 750 | 750 | 750 | 623,865 CHF | 630,135 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 831.16 CHF | 839.51 CHF | 750 | 750 | 750 | 750 | 624,432 CHF | 630,708 CHF | 99.98% | 99.98% |