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 | 0.49% | 241.10 CHF | 242.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 485,708 CHF | 488,108 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 241.90 CHF | 243.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 484,579 CHF | 486,979 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 244.50 CHF | 245.70 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 490,706 CHF | 493,106 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 246.60 CHF | 247.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 495,928 CHF | 498,356 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 253.50 CHF | 254.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 505,196 CHF | 507,696 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 254.25 CHF | 255.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 509,168 CHF | 511,668 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 253.75 CHF | 255.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 509,548 CHF | 512,048 CHF | 99.14% | 99.14% |
11/11/2024 | 0.48% | 257.75 CHF | 259.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 515,184 CHF | 517,684 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 254.50 CHF | 255.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 510,943 CHF | 513,443 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 258.25 CHF | 259.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 515,254 CHF | 517,754 CHF | 98.57% | 98.57% |