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% | 255.75 CHF | 257.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 514,728 CHF | 517,228 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 256.75 CHF | 258.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 513,843 CHF | 516,343 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 258.75 CHF | 260.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 519,719 CHF | 522,219 CHF | 98.95% | 98.95% |
15/11/2024 | 0.48% | 261.00 CHF | 262.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 523,884 CHF | 526,384 CHF | 99.36% | 99.36% |
14/11/2024 | 0.47% | 266.25 CHF | 267.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 531,277 CHF | 533,777 CHF | 99.37% | 99.37% |
13/11/2024 | 0.47% | 267.00 CHF | 268.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 534,443 CHF | 536,943 CHF | 65.04% | 65.04% |
12/11/2024 | 0.47% | 266.75 CHF | 268.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 534,575 CHF | 537,075 CHF | 99.14% | 99.14% |
11/11/2024 | 0.46% | 269.75 CHF | 271.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 538,733 CHF | 541,233 CHF | 99.38% | 99.38% |
08/11/2024 | 0.47% | 267.25 CHF | 268.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 535,439 CHF | 537,939 CHF | 99.38% | 99.38% |
07/11/2024 | 0.46% | 269.50 CHF | 270.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 538,864 CHF | 541,364 CHF | 98.56% | 98.56% |