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% | 213.76 CHF | 215.90 CHF | 468 | 464 | 466 | 461 | 100,100 CHF | 100,121 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 213.60 CHF | 215.74 CHF | 469 | 464 | 470 | 465 | 100,121 CHF | 100,104 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 214.65 CHF | 216.80 CHF | 466 | 462 | 466 | 462 | 99,977 CHF | 100,026 CHF | 99.58% | 99.60% |
15/11/2024 | 1.00% | 214.82 CHF | 216.97 CHF | 466 | 461 | 464 | 459 | 100,138 CHF | 100,113 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 217.65 CHF | 219.83 CHF | 460 | 455 | 462 | 458 | 100,116 CHF | 100,119 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 215.20 CHF | 217.35 CHF | 465 | 461 | 466 | 461 | 100,120 CHF | 100,116 CHF | 98.18% | 98.18% |
12/11/2024 | 1.00% | 215.72 CHF | 217.88 CHF | 465 | 460 | 461 | 456 | 100,199 CHF | 100,205 CHF | 99.82% | 99.82% |
11/11/2024 | 0.99% | 219.91 CHF | 222.11 CHF | 456 | 451 | 455 | 451 | 100,224 CHF | 100,216 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 217.95 CHF | 220.13 CHF | 460 | 455 | 459 | 455 | 100,188 CHF | 100,222 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 220.12 CHF | 222.32 CHF | 455 | 451 | 454 | 449 | 99,990 CHF | 100,025 CHF | 99.98% | 100.00% |