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 | 0.79% | 155.48 CHF | 156.71 CHF | 700 | 700 | 700 | 700 | 109,467 CHF | 110,335 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 155.71 CHF | 156.95 CHF | 700 | 700 | 700 | 700 | 108,804 CHF | 109,667 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 156.35 CHF | 157.59 CHF | 700 | 700 | 700 | 700 | 109,071 CHF | 109,936 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 155.99 CHF | 157.22 CHF | 700 | 700 | 700 | 700 | 111,329 CHF | 112,212 CHF | 99.37% | 99.37% |
14/11/2024 | 0.79% | 160.55 CHF | 161.82 CHF | 700 | 700 | 700 | 700 | 113,101 CHF | 113,998 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 162.33 CHF | 163.62 CHF | 700 | 700 | 700 | 700 | 113,220 CHF | 114,118 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 161.05 CHF | 162.32 CHF | 700 | 700 | 700 | 700 | 112,695 CHF | 113,589 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 160.50 CHF | 161.77 CHF | 700 | 700 | 700 | 700 | 111,636 CHF | 112,798 CHF | 96.52% | 96.52% |
08/11/2024 | 0.79% | 159.23 CHF | 160.49 CHF | 700 | 700 | 700 | 700 | 111,222 CHF | 112,104 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 157.96 CHF | 159.21 CHF | 700 | 700 | 700 | 700 | 109,386 CHF | 110,253 CHF | 100.00% | 100.00% |