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 | 0.47% | 530.50 CHF | 533.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,666,060 CHF | 803,568 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 530.50 CHF | 533.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,655,690 CHF | 800,457 CHF | 99.37% | 99.37% |
18/11/2024 | 0.47% | 533.50 CHF | 536.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,667,690 CHF | 804,058 CHF | 98.93% | 98.93% |
15/11/2024 | 0.46% | 535.50 CHF | 538.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,685,960 CHF | 809,538 CHF | 99.34% | 99.34% |
14/11/2024 | 0.47% | 538.00 CHF | 540.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,675,760 CHF | 806,479 CHF | 99.38% | 99.38% |
13/11/2024 | 0.47% | 530.50 CHF | 533.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,653,220 CHF | 799,716 CHF | 65.04% | 65.04% |
12/11/2024 | 0.46% | 533.00 CHF | 535.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,688,830 CHF | 810,400 CHF | 99.15% | 99.15% |
11/11/2024 | 0.46% | 537.00 CHF | 539.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,690,800 CHF | 810,990 CHF | 99.38% | 99.38% |
08/11/2024 | 0.47% | 532.50 CHF | 535.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,662,760 CHF | 802,578 CHF | 99.37% | 99.37% |
07/11/2024 | 0.47% | 534.50 CHF | 537.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,671,610 CHF | 805,233 CHF | 98.56% | 98.56% |