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 | 0.30% | 724.40 CHF | 725.00 CHF | 200 | 200 | 119 | 119 | 88,564 CHF | 88,795 CHF | 99.49% | 99.49% |
19/11/2024 | 0.32% | 696.40 CHF | 697.00 CHF | 300 | 300 | 142 | 142 | 94,659 CHF | 94,894 CHF | 99.55% | 99.55% |
18/11/2024 | 0.31% | 724.20 CHF | 724.80 CHF | 300 | 300 | 142 | 142 | 96,810 CHF | 97,045 CHF | 97.16% | 97.16% |
15/11/2024 | 0.36% | 802.60 CHF | 803.40 CHF | 200 | 200 | 113 | 113 | 102,992 CHF | 103,337 CHF | 75.20% | 75.20% |
14/11/2024 | 0.36% | 1,039.60 CHF | 1,042.00 CHF | 100 | 100 | 93 | 93 | 96,580 CHF | 96,922 CHF | 90.76% | 90.76% |
13/11/2024 | 0.31% | 1,036.00 CHF | 1,036.80 CHF | 200 | 200 | 121 | 121 | 129,378 CHF | 129,725 CHF | 99.08% | 99.08% |
12/11/2024 | 0.31% | 1,120.20 CHF | 1,121.00 CHF | 200 | 200 | 121 | 121 | 135,098 CHF | 135,443 CHF | 94.29% | 94.29% |
11/11/2024 | 0.31% | 1,050.00 CHF | 1,051.00 CHF | 200 | 200 | 121 | 121 | 136,819 CHF | 137,200 CHF | 99.44% | 99.44% |
08/11/2024 | 0.33% | 1,142.80 CHF | 1,143.80 CHF | 200 | 200 | 111 | 111 | 132,332 CHF | 132,729 CHF | 82.66% | 82.66% |
07/11/2024 | 0.35% | 1,200.20 CHF | 1,201.00 CHF | 200 | 200 | 109 | 109 | 108,285 CHF | 108,625 CHF | 71.36% | 71.36% |