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 | 0.70% | 780.31 CHF | 785.79 CHF | 200 | 200 | 200 | 200 | 156,312 CHF | 157,410 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 780.54 CHF | 786.02 CHF | 200 | 200 | 200 | 200 | 156,121 CHF | 157,217 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 785.43 CHF | 790.94 CHF | 200 | 200 | 200 | 200 | 156,887 CHF | 157,990 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 788.02 CHF | 793.56 CHF | 200 | 200 | 200 | 200 | 157,700 CHF | 158,808 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 790.48 CHF | 796.03 CHF | 200 | 200 | 200 | 200 | 157,670 CHF | 158,778 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 783.48 CHF | 788.99 CHF | 200 | 200 | 200 | 200 | 156,533 CHF | 157,632 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 784.61 CHF | 790.13 CHF | 200 | 200 | 200 | 200 | 157,843 CHF | 158,951 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 797.23 CHF | 802.83 CHF | 200 | 200 | 200 | 200 | 159,666 CHF | 160,787 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 793.69 CHF | 799.26 CHF | 200 | 200 | 200 | 200 | 158,906 CHF | 160,023 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 802.08 CHF | 807.71 CHF | 200 | 200 | 200 | 200 | 160,557 CHF | 161,685 CHF | 100.00% | 100.00% |