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 | 0.07% | 265.40 CHF | 265.60 CHF | 16,900 | 16,900 | 16,900 | 16,900 | 4,627,440 CHF | 4,630,820 CHF | 100.00% | 100.00% |
19/11/2024 | 0.08% | 267.60 CHF | 267.80 CHF | 17,200 | 17,200 | 17,200 | 17,200 | 4,531,980 CHF | 4,535,420 CHF | 100.00% | 100.00% |
18/11/2024 | 0.08% | 270.60 CHF | 270.80 CHF | 17,600 | 17,600 | 17,600 | 17,600 | 4,664,060 CHF | 4,667,580 CHF | 98.94% | 98.94% |
15/11/2024 | 0.07% | 264.40 CHF | 264.60 CHF | 16,300 | 16,300 | 16,300 | 16,300 | 4,511,380 CHF | 4,514,640 CHF | 99.87% | 99.87% |
14/11/2024 | 0.07% | 294.00 CHF | 294.20 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 4,753,710 CHF | 4,756,910 CHF | 100.00% | 100.00% |
13/11/2024 | 0.07% | 294.40 CHF | 294.60 CHF | 15,900 | 15,900 | 15,900 | 15,900 | 4,693,450 CHF | 4,696,630 CHF | 100.00% | 100.00% |
12/11/2024 | 0.07% | 296.40 CHF | 296.60 CHF | 15,800 | 15,800 | 15,800 | 15,800 | 4,705,250 CHF | 4,708,410 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 298.80 CHF | 299.00 CHF | 15,700 | 15,700 | 15,700 | 15,700 | 4,735,210 CHF | 4,738,350 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 296.20 CHF | 296.40 CHF | 15,800 | 15,800 | 15,800 | 15,800 | 4,648,620 CHF | 4,651,780 CHF | 100.00% | 100.00% |
07/11/2024 | 0.07% | 292.00 CHF | 292.20 CHF | 16,500 | 16,500 | 16,500 | 16,500 | 4,688,560 CHF | 4,691,860 CHF | 99.68% | 99.68% |