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 | 0.46% | 1,088.00 CHF | 1,093.00 CHF | 500 | 500 | 500 | 500 | 545,241 CHF | 547,741 CHF | 99.17% | 99.17% |
19/11/2024 | 0.46% | 1,087.00 CHF | 1,092.00 CHF | 500 | 500 | 500 | 500 | 543,598 CHF | 546,098 CHF | 99.17% | 99.17% |
18/11/2024 | 0.46% | 1,093.00 CHF | 1,098.00 CHF | 500 | 500 | 500 | 500 | 545,628 CHF | 548,128 CHF | 99.16% | 99.16% |
15/11/2024 | 0.46% | 1,091.00 CHF | 1,096.00 CHF | 500 | 500 | 500 | 500 | 547,160 CHF | 549,660 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 1,101.00 CHF | 1,107.00 CHF | 500 | 500 | 500 | 500 | 548,409 CHF | 551,179 CHF | 99.11% | 99.11% |
13/11/2024 | 0.46% | 1,095.00 CHF | 1,100.00 CHF | 500 | 500 | 500 | 500 | 547,438 CHF | 549,938 CHF | 99.17% | 99.17% |
12/11/2024 | 0.54% | 1,097.00 CHF | 1,102.00 CHF | 500 | 500 | 500 | 500 | 550,278 CHF | 553,241 CHF | 99.17% | 99.17% |
11/11/2024 | 0.54% | 1,107.00 CHF | 1,113.00 CHF | 500 | 500 | 500 | 500 | 553,911 CHF | 556,911 CHF | 99.17% | 99.17% |
08/11/2024 | 0.54% | 1,102.00 CHF | 1,108.00 CHF | 500 | 500 | 500 | 500 | 551,375 CHF | 554,375 CHF | 99.17% | 99.17% |
07/11/2024 | 0.54% | 1,109.00 CHF | 1,115.00 CHF | 500 | 500 | 500 | 500 | 555,274 CHF | 558,274 CHF | 99.08% | 99.08% |