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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 1,803.23 CHF | 1,817.71 CHF | 200 | 200 | 200 | 200 | 361,041 CHF | 363,941 CHF | 98.83% | 98.83% |
22/11/2024 | 0.80% | 1,805.17 CHF | 1,819.67 CHF | 200 | 200 | 200 | 200 | 360,256 CHF | 363,149 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 1,776.13 CHF | 1,790.40 CHF | 200 | 150 | 200 | 170 | 356,977 CHF | 305,573 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 1,777.50 CHF | 1,791.78 CHF | 200 | 200 | 200 | 200 | 355,338 CHF | 358,193 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 1,789.68 CHF | 1,804.05 CHF | 200 | 200 | 200 | 200 | 357,350 CHF | 360,220 CHF | 98.18% | 98.18% |
15/11/2024 | 0.80% | 1,791.73 CHF | 1,806.12 CHF | 200 | 200 | 200 | 200 | 361,072 CHF | 363,972 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1,826.51 CHF | 1,841.18 CHF | 200 | 200 | 200 | 200 | 363,942 CHF | 366,865 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 1,810.48 CHF | 1,825.03 CHF | 200 | 200 | 200 | 200 | 361,100 CHF | 364,000 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 1,819.34 CHF | 1,833.95 CHF | 200 | 200 | 200 | 200 | 367,472 CHF | 370,423 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 1,852.00 CHF | 1,866.88 CHF | 200 | 200 | 200 | 200 | 371,308 CHF | 374,291 CHF | 97.93% | 97.93% |