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 | 0.49% | 248.60 CHF | 249.80 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 628,210 CHF | 631,324 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 250.25 CHF | 251.50 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 624,851 CHF | 627,976 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 251.00 CHF | 252.25 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 627,145 CHF | 630,270 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 253.00 CHF | 254.25 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 633,702 CHF | 636,826 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 254.75 CHF | 256.00 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 634,261 CHF | 637,386 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 253.50 CHF | 254.75 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 628,904 CHF | 632,029 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 250.75 CHF | 252.00 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 635,415 CHF | 638,540 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 256.00 CHF | 257.25 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 640,829 CHF | 643,954 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 254.25 CHF | 255.50 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 635,125 CHF | 638,250 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 254.75 CHF | 256.00 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 634,926 CHF | 638,051 CHF | 98.56% | 98.56% |