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% | 1,035.00 CHF | 1,040.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,531,980 CHF | 3,548,980 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,522,450 CHF | 3,539,450 CHF | 99.86% | 99.86% |
18/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,536,000 CHF | 3,553,000 CHF | 99.93% | 99.93% |
15/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,541,320 CHF | 3,558,320 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,547,020 CHF | 3,564,020 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,539,700 CHF | 3,556,700 CHF | 99.89% | 99.89% |
12/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,553,000 CHF | 3,570,000 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,570,000 CHF | 3,587,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,555,970 CHF | 3,572,970 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 1,050.00 CHF | 1,055.00 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 3,573,810 CHF | 3,590,810 CHF | 100.00% | 100.00% |