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 | 0.18% | 248.40 CHF | 248.60 CHF | 1,100 | 1,100 | 647 | 647 | 167,512 CHF | 167,776 CHF | 99.88% | 99.88% |
19/11/2024 | 0.18% | 249.00 CHF | 249.20 CHF | 1,100 | 1,100 | 644 | 644 | 161,685 CHF | 161,948 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 259.80 CHF | 260.00 CHF | 1,100 | 1,100 | 646 | 646 | 166,523 CHF | 166,787 CHF | 99.20% | 99.20% |
15/11/2024 | 0.17% | 259.00 CHF | 259.20 CHF | 1,000 | 1,000 | 552 | 552 | 150,971 CHF | 151,191 CHF | 97.32% | 97.32% |
14/11/2024 | 0.16% | 282.80 CHF | 283.00 CHF | 1,000 | 1,000 | 551 | 551 | 156,275 CHF | 156,493 CHF | 98.83% | 98.83% |
13/11/2024 | 0.17% | 270.80 CHF | 271.00 CHF | 1,000 | 1,000 | 549 | 549 | 148,677 CHF | 148,896 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 268.40 CHF | 268.60 CHF | 1,000 | 1,000 | 550 | 550 | 145,103 CHF | 145,322 CHF | 99.85% | 99.85% |
11/11/2024 | 0.17% | 262.40 CHF | 262.60 CHF | 1,000 | 1,000 | 549 | 549 | 150,158 CHF | 150,376 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 275.60 CHF | 275.80 CHF | 1,000 | 1,000 | 550 | 550 | 153,095 CHF | 153,313 CHF | 98.36% | 98.36% |
07/11/2024 | 0.17% | 279.80 CHF | 280.00 CHF | 1,000 | 1,000 | 552 | 552 | 149,706 CHF | 149,925 CHF | 97.82% | 97.82% |