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 | 0.79% | 179.48 CHF | 180.90 CHF | 2,319 | 2,500 | 2,379 | 2,500 | 429,054 CHF | 454,336 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 178.76 CHF | 180.18 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 447,369 CHF | 450,918 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 180.56 CHF | 181.99 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 450,218 CHF | 453,789 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 180.37 CHF | 181.80 CHF | 2,500 | 2,500 | 2,499 | 2,500 | 452,502 CHF | 456,260 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 182.75 CHF | 184.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 455,128 CHF | 458,646 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 180.84 CHF | 182.27 CHF | 2,500 | 2,500 | 2,496 | 2,500 | 451,232 CHF | 455,490 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 181.72 CHF | 183.16 CHF | 2,500 | 2,500 | 2,377 | 2,500 | 435,382 CHF | 461,584 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 185.13 CHF | 186.60 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 462,577 CHF | 467,396 CHF | 96.62% | 96.62% |
08/11/2024 | 0.79% | 183.19 CHF | 184.64 CHF | 2,500 | 2,500 | 2,500 | 2,499 | 458,425 CHF | 461,802 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 184.00 CHF | 185.46 CHF | 2,500 | 2,500 | 2,495 | 2,496 | 460,514 CHF | 464,384 CHF | 100.00% | 100.00% |