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% | 333.73 CHF | 336.41 CHF | 625 | 625 | 625 | 625 | 208,869 CHF | 210,547 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 330.61 CHF | 333.26 CHF | 625 | 625 | 625 | 625 | 206,119 CHF | 207,775 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 332.98 CHF | 335.66 CHF | 625 | 625 | 625 | 625 | 207,740 CHF | 209,409 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 333.74 CHF | 336.42 CHF | 625 | 625 | 625 | 625 | 209,183 CHF | 210,863 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 336.58 CHF | 339.28 CHF | 625 | 625 | 625 | 625 | 210,058 CHF | 211,745 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 333.17 CHF | 335.84 CHF | 625 | 625 | 625 | 625 | 207,915 CHF | 209,585 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 334.10 CHF | 336.78 CHF | 625 | 625 | 625 | 625 | 210,212 CHF | 211,901 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 339.60 CHF | 342.33 CHF | 625 | 625 | 625 | 625 | 213,063 CHF | 214,774 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 338.38 CHF | 341.10 CHF | 625 | 625 | 625 | 625 | 211,399 CHF | 213,097 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 338.67 CHF | 341.39 CHF | 625 | 625 | 625 | 625 | 212,204 CHF | 213,908 CHF | 100.00% | 100.00% |