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% | 1,634.31 CHF | 1,647.44 CHF | 100 | 100 | 100 | 100 | 164,544 CHF | 165,865 CHF | 99.84% | 99.84% |
19/11/2024 | 0.80% | 1,629.72 CHF | 1,642.81 CHF | 86 | 100 | 89 | 100 | 145,626 CHF | 164,028 CHF | 99.65% | 99.65% |
18/11/2024 | 0.80% | 1,646.09 CHF | 1,659.31 CHF | 100 | 100 | 100 | 100 | 164,358 CHF | 165,678 CHF | 99.99% | 99.99% |
15/11/2024 | 0.80% | 1,660.94 CHF | 1,674.28 CHF | 90 | 100 | 91 | 100 | 152,491 CHF | 168,226 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1,680.68 CHF | 1,694.18 CHF | 90 | 100 | 99 | 100 | 165,735 CHF | 169,264 CHF | 99.08% | 99.08% |
13/11/2024 | 0.80% | 1,679.20 CHF | 1,692.69 CHF | 75 | 100 | 80 | 100 | 134,491 CHF | 168,772 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 1,683.54 CHF | 1,697.06 CHF | 100 | 100 | 100 | 100 | 170,398 CHF | 171,767 CHF | 99.98% | 99.98% |
11/11/2024 | 0.80% | 1,720.44 CHF | 1,734.26 CHF | 100 | 100 | 100 | 100 | 172,533 CHF | 173,919 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 1,711.17 CHF | 1,724.91 CHF | 72 | 100 | 95 | 100 | 161,629 CHF | 172,336 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 1,730.13 CHF | 1,744.03 CHF | 100 | 100 | 100 | 100 | 172,908 CHF | 174,297 CHF | 99.99% | 99.99% |