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 | 0.49% | 161.40 CHF | 162.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 811,553 CHF | 815,553 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 162.40 CHF | 163.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 811,985 CHF | 815,985 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 162.10 CHF | 162.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 807,940 CHF | 811,940 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 160.50 CHF | 161.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 802,740 CHF | 806,740 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 161.60 CHF | 162.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 804,665 CHF | 808,665 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 160.60 CHF | 161.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 802,850 CHF | 806,850 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 162.40 CHF | 163.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 813,682 CHF | 817,682 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 164.20 CHF | 165.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 822,402 CHF | 826,402 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 164.50 CHF | 165.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 822,635 CHF | 826,635 CHF | 99.34% | 99.34% |
07/11/2024 | 0.48% | 164.50 CHF | 165.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 825,668 CHF | 829,668 CHF | 98.77% | 98.77% |