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 | 0.75% | 891.67 CHF | 898.38 CHF | 224 | 222 | 223 | 222 | 199,558 CHF | 199,521 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 889.54 CHF | 896.23 CHF | 214 | 223 | 214 | 223 | 190,500 CHF | 199,697 CHF | 99.98% | 99.98% |
18/11/2024 | 0.75% | 893.85 CHF | 900.58 CHF | 223 | 208 | 224 | 208 | 199,567 CHF | 187,031 CHF | 99.99% | 99.99% |
15/11/2024 | 0.75% | 894.41 CHF | 901.14 CHF | 223 | 221 | 222 | 221 | 199,529 CHF | 199,633 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 907.38 CHF | 914.21 CHF | 220 | 218 | 220 | 218 | 199,489 CHF | 199,601 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 906.49 CHF | 913.32 CHF | 220 | 218 | 221 | 219 | 199,691 CHF | 199,573 CHF | 99.95% | 99.95% |
12/11/2024 | 0.75% | 904.06 CHF | 910.87 CHF | 221 | 219 | 220 | 218 | 199,485 CHF | 199,620 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 914.79 CHF | 921.68 CHF | 218 | 216 | 219 | 217 | 199,087 CHF | 199,049 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 902.23 CHF | 909.02 CHF | 221 | 220 | 222 | 221 | 199,581 CHF | 199,543 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 900.88 CHF | 907.67 CHF | 222 | 220 | 221 | 219 | 199,582 CHF | 199,537 CHF | 100.00% | 100.00% |