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 | 0.61% | 493.53 CHF | 496.53 CHF | 750 | 750 | 750 | 750 | 370,350 CHF | 372,600 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 490.95 CHF | 493.95 CHF | 750 | 750 | 750 | 750 | 366,456 CHF | 368,706 CHF | 89.38% | 89.38% |
18/11/2024 | 0.61% | 488.96 CHF | 491.96 CHF | 750 | 750 | 750 | 750 | 366,669 CHF | 368,919 CHF | 99.68% | 99.68% |
15/11/2024 | 0.60% | 488.08 CHF | 491.08 CHF | 750 | 750 | 750 | 750 | 374,284 CHF | 376,534 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 512.55 CHF | 515.55 CHF | 750 | 750 | 750 | 750 | 384,103 CHF | 386,353 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 512.36 CHF | 515.36 CHF | 750 | 750 | 750 | 750 | 382,810 CHF | 385,060 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 513.53 CHF | 516.53 CHF | 750 | 750 | 750 | 750 | 384,840 CHF | 387,090 CHF | 98.73% | 98.73% |
11/11/2024 | 0.58% | 511.08 CHF | 514.08 CHF | 750 | 750 | 750 | 750 | 384,038 CHF | 386,288 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 509.34 CHF | 512.34 CHF | 750 | 750 | 750 | 750 | 381,007 CHF | 383,257 CHF | 99.84% | 99.84% |
07/11/2024 | 0.59% | 508.06 CHF | 511.06 CHF | 750 | 750 | 750 | 750 | 379,483 CHF | 381,733 CHF | 100.00% | 100.00% |