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% | 304.83 CHF | 307.28 CHF | 500 | 500 | 500 | 500 | 152,748 CHF | 153,974 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 305.47 CHF | 307.92 CHF | 500 | 500 | 500 | 500 | 152,472 CHF | 153,696 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 306.10 CHF | 308.56 CHF | 500 | 500 | 500 | 500 | 152,016 CHF | 153,237 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 303.12 CHF | 305.55 CHF | 500 | 500 | 500 | 500 | 151,977 CHF | 153,198 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 304.36 CHF | 306.80 CHF | 500 | 500 | 500 | 500 | 152,651 CHF | 153,876 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 303.78 CHF | 306.22 CHF | 500 | 500 | 500 | 500 | 152,423 CHF | 153,646 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 306.87 CHF | 309.33 CHF | 500 | 500 | 500 | 500 | 153,643 CHF | 154,876 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 310.56 CHF | 313.05 CHF | 500 | 500 | 500 | 500 | 155,416 CHF | 156,663 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 308.19 CHF | 310.67 CHF | 500 | 500 | 500 | 500 | 154,713 CHF | 155,957 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 308.83 CHF | 311.31 CHF | 500 | 500 | 500 | 500 | 153,048 CHF | 154,279 CHF | 100.00% | 100.00% |