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% | 816.20 CHF | 822.34 CHF | 367 | 364 | 361 | 357 | 294,649 CHF | 293,788 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 820.49 CHF | 826.67 CHF | 365 | 362 | 365 | 362 | 299,239 CHF | 299,255 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 818.73 CHF | 824.89 CHF | 366 | 363 | 366 | 363 | 299,655 CHF | 299,435 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 821.03 CHF | 827.21 CHF | 365 | 362 | 365 | 362 | 299,635 CHF | 299,450 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 816.57 CHF | 822.71 CHF | 367 | 362 | 367 | 362 | 299,681 CHF | 297,825 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 817.11 CHF | 823.26 CHF | 367 | 364 | 367 | 364 | 299,879 CHF | 299,667 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 826.23 CHF | 832.45 CHF | 363 | 360 | 363 | 360 | 299,922 CHF | 299,682 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 824.74 CHF | 830.95 CHF | 349 | 351 | 350 | 359 | 288,565 CHF | 298,292 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 829.55 CHF | 835.79 CHF | 361 | 358 | 361 | 358 | 299,468 CHF | 299,213 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 824.06 CHF | 830.26 CHF | 364 | 361 | 356 | 361 | 293,157 CHF | 299,724 CHF | 99.67% | 100.00% |