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 | 0.81% | 615.54 CHF | 620.54 CHF | 500 | 500 | 500 | 500 | 307,784 CHF | 310,284 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 615.41 CHF | 620.41 CHF | 500 | 500 | 500 | 500 | 307,717 CHF | 310,217 CHF | 89.38% | 89.38% |
18/11/2024 | 0.81% | 615.44 CHF | 620.44 CHF | 500 | 500 | 500 | 500 | 307,724 CHF | 310,224 CHF | 99.68% | 99.68% |
15/11/2024 | 0.81% | 614.59 CHF | 619.59 CHF | 500 | 500 | 500 | 500 | 307,236 CHF | 309,736 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 614.66 CHF | 619.66 CHF | 500 | 500 | 500 | 500 | 307,176 CHF | 309,676 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 613.25 CHF | 618.25 CHF | 500 | 500 | 500 | 500 | 306,656 CHF | 309,156 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 613.22 CHF | 618.22 CHF | 500 | 500 | 500 | 500 | 306,770 CHF | 309,270 CHF | 98.75% | 98.75% |
11/11/2024 | 0.81% | 614.02 CHF | 619.02 CHF | 500 | 500 | 500 | 500 | 306,943 CHF | 309,443 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 614.10 CHF | 619.10 CHF | 500 | 500 | 500 | 500 | 307,031 CHF | 309,531 CHF | 99.85% | 99.85% |
07/11/2024 | 0.81% | 614.11 CHF | 619.11 CHF | 500 | 500 | 500 | 500 | 307,096 CHF | 309,596 CHF | 100.00% | 100.00% |