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 | 0.28% | 1,071.00 CHF | 1,074.00 CHF | 500 | 500 | 500 | 500 | 535,500 CHF | 537,000 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 1,071.00 CHF | 1,074.00 CHF | 500 | 500 | 500 | 500 | 535,500 CHF | 537,000 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 500 | 500 | 500 | 500 | 535,000 CHF | 537,500 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 500 | 500 | 500 | 500 | 535,000 CHF | 537,500 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 1,071.00 CHF | 1,074.00 CHF | 500 | 500 | 500 | 500 | 535,377 CHF | 536,877 CHF | 99.10% | 99.10% |
13/11/2024 | 0.28% | 1,071.00 CHF | 1,074.00 CHF | 500 | 500 | 500 | 500 | 533,468 CHF | 534,968 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 500 | 500 | 500 | 500 | 533,081 CHF | 535,581 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 500 | 500 | 500 | 500 | 535,000 CHF | 537,500 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 1,066.00 CHF | 1,069.00 CHF | 500 | 500 | 500 | 500 | 533,000 CHF | 534,500 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 1,071.00 CHF | 1,074.00 CHF | 500 | 500 | 500 | 500 | 535,336 CHF | 536,836 CHF | 100.00% | 100.00% |