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 | 0.46% | 266.75 CHF | 268.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,344,280 CHF | 1,350,530 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 267.75 CHF | 269.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,339,530 CHF | 1,345,780 CHF | 99.37% | 99.37% |
18/11/2024 | 0.46% | 270.75 CHF | 272.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,357,360 CHF | 1,363,610 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 273.25 CHF | 274.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,372,620 CHF | 1,379,560 CHF | 99.36% | 99.36% |
14/11/2024 | 0.53% | 281.25 CHF | 282.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,400,110 CHF | 1,407,730 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 281.75 CHF | 283.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,410,220 CHF | 1,417,720 CHF | 65.04% | 65.04% |
12/11/2024 | 0.53% | 281.25 CHF | 282.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,410,450 CHF | 1,417,950 CHF | 99.16% | 99.16% |
11/11/2024 | 0.53% | 284.75 CHF | 286.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,422,230 CHF | 1,429,730 CHF | 99.38% | 99.38% |
08/11/2024 | 0.53% | 281.25 CHF | 282.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,411,030 CHF | 1,418,530 CHF | 99.37% | 99.37% |
07/11/2024 | 0.53% | 284.50 CHF | 286.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,420,920 CHF | 1,428,420 CHF | 98.56% | 98.56% |