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% | 275.00 CHF | 276.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,386,300 CHF | 1,393,800 CHF | 99.38% | 99.38% |
19/11/2024 | 0.54% | 276.00 CHF | 277.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,380,110 CHF | 1,387,600 CHF | 99.38% | 99.38% |
18/11/2024 | 0.54% | 278.50 CHF | 280.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,395,320 CHF | 1,402,820 CHF | 98.94% | 98.94% |
15/11/2024 | 0.53% | 280.50 CHF | 282.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,407,480 CHF | 1,414,980 CHF | 99.34% | 99.34% |
14/11/2024 | 0.52% | 285.75 CHF | 287.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,426,620 CHF | 1,434,170 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 286.00 CHF | 287.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,432,760 CHF | 1,440,260 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 286.25 CHF | 287.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,432,440 CHF | 1,439,940 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 288.25 CHF | 289.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,439,910 CHF | 1,447,410 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 286.25 CHF | 287.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,432,260 CHF | 1,439,760 CHF | 99.38% | 99.38% |
07/11/2024 | 0.52% | 288.00 CHF | 289.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,438,270 CHF | 1,445,770 CHF | 98.57% | 98.57% |