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 | 4,500 | 4,500 | 4,500 | 4,500 | 4,674,800 CHF | 4,697,300 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,665,140 CHF | 4,687,640 CHF | 99.86% | 99.86% |
18/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,680,000 CHF | 4,702,500 CHF | 99.93% | 99.93% |
15/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,693,410 CHF | 4,715,910 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,704,110 CHF | 4,726,610 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,699,000 CHF | 4,721,500 CHF | 99.89% | 99.89% |
12/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,721,740 CHF | 4,744,240 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 1,055.00 CHF | 1,060.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,747,300 CHF | 4,769,800 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,704,130 CHF | 4,726,630 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 1,045.00 CHF | 1,050.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,729,910 CHF | 4,752,410 CHF | 100.00% | 100.00% |