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 | 0.47% | 262.75 CHF | 264.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,321,290 CHF | 1,327,540 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 263.50 CHF | 264.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,318,760 CHF | 1,325,010 CHF | 99.37% | 99.37% |
18/11/2024 | 0.47% | 265.25 CHF | 266.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,330,540 CHF | 1,336,790 CHF | 98.95% | 98.95% |
15/11/2024 | 0.47% | 267.00 CHF | 268.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,339,080 CHF | 1,345,330 CHF | 99.36% | 99.36% |
14/11/2024 | 0.46% | 271.25 CHF | 272.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,353,680 CHF | 1,359,930 CHF | 99.38% | 99.38% |
13/11/2024 | 0.46% | 271.50 CHF | 272.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,359,680 CHF | 1,365,930 CHF | 65.04% | 65.04% |
12/11/2024 | 0.46% | 271.50 CHF | 272.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,360,220 CHF | 1,366,470 CHF | 99.14% | 99.14% |
11/11/2024 | 0.46% | 273.75 CHF | 275.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,368,710 CHF | 1,374,960 CHF | 99.38% | 99.38% |
08/11/2024 | 0.46% | 272.00 CHF | 273.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,361,910 CHF | 1,368,160 CHF | 99.37% | 99.37% |
07/11/2024 | 0.47% | 274.00 CHF | 275.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,368,100 CHF | 1,374,510 CHF | 98.57% | 98.57% |