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 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,519,000 CHF | 3,536,000 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,519,880 CHF | 3,536,880 CHF | 99.86% | 99.86% |
18/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,519,600 CHF | 3,536,600 CHF | 99.93% | 99.93% |
15/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,534,610 CHF | 3,551,610 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,536,610 CHF | 3,553,610 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,536,000 CHF | 3,553,000 CHF | 99.89% | 99.89% |
12/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,550,570 CHF | 3,567,570 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,553,000 CHF | 3,570,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,549,150 CHF | 3,566,150 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,562,250 CHF | 3,579,250 CHF | 100.00% | 100.00% |