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 | 0.54% | 911.44 CHF | 916.44 CHF | 250 | 250 | 250 | 250 | 230,083 CHF | 231,333 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 916.19 CHF | 921.19 CHF | 250 | 250 | 250 | 250 | 227,921 CHF | 229,171 CHF | 89.38% | 89.38% |
18/11/2024 | 0.54% | 920.53 CHF | 925.53 CHF | 250 | 250 | 250 | 250 | 229,500 CHF | 230,750 CHF | 99.68% | 99.68% |
15/11/2024 | 0.54% | 916.08 CHF | 921.08 CHF | 250 | 250 | 250 | 250 | 230,625 CHF | 231,875 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 937.16 CHF | 942.16 CHF | 250 | 250 | 250 | 250 | 231,735 CHF | 232,985 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 910.05 CHF | 915.05 CHF | 250 | 250 | 250 | 250 | 226,750 CHF | 228,000 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 909.67 CHF | 914.67 CHF | 250 | 250 | 250 | 250 | 229,954 CHF | 231,204 CHF | 98.75% | 98.75% |
11/11/2024 | 0.53% | 935.29 CHF | 940.29 CHF | 250 | 250 | 250 | 250 | 234,832 CHF | 236,033 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 930.98 CHF | 935.98 CHF | 250 | 250 | 250 | 250 | 234,056 CHF | 235,306 CHF | 99.85% | 99.85% |
07/11/2024 | 0.52% | 947.09 CHF | 952.09 CHF | 250 | 250 | 250 | 250 | 237,930 CHF | 239,180 CHF | 100.00% | 100.00% |