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 | 0.37% | 5,344.69 CHF | 5,364.69 CHF | 100 | 100 | 100 | 100 | 536,029 CHF | 538,029 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 5,353.05 CHF | 5,373.05 CHF | 100 | 100 | 100 | 100 | 535,003 CHF | 537,003 CHF | 89.38% | 89.38% |
18/11/2024 | 0.37% | 5,402.50 CHF | 5,422.50 CHF | 100 | 100 | 100 | 100 | 539,434 CHF | 541,434 CHF | 99.68% | 99.68% |
15/11/2024 | 0.37% | 5,397.82 CHF | 5,417.82 CHF | 100 | 100 | 100 | 100 | 540,713 CHF | 542,713 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 5,464.02 CHF | 5,484.02 CHF | 100 | 100 | 100 | 100 | 542,573 CHF | 544,573 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 5,379.85 CHF | 5,399.85 CHF | 100 | 100 | 100 | 100 | 536,615 CHF | 538,615 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 5,380.16 CHF | 5,400.16 CHF | 100 | 100 | 100 | 100 | 542,068 CHF | 544,086 CHF | 98.75% | 98.75% |
11/11/2024 | 0.37% | 5,441.87 CHF | 5,461.87 CHF | 100 | 100 | 100 | 100 | 546,882 CHF | 548,882 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 5,443.86 CHF | 5,463.86 CHF | 100 | 100 | 100 | 100 | 545,712 CHF | 547,712 CHF | 99.85% | 99.85% |
07/11/2024 | 0.36% | 5,462.05 CHF | 5,482.05 CHF | 100 | 100 | 100 | 100 | 548,370 CHF | 550,370 CHF | 100.00% | 100.00% |