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 | 0.60% | 11,520.00 CHF | 11,590.00 CHF | 300 | 300 | 300 | 300 | 3,469,370 CHF | 3,490,390 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 11,510.00 CHF | 11,580.00 CHF | 300 | 300 | 300 | 300 | 3,453,850 CHF | 3,474,900 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 11,610.00 CHF | 11,680.00 CHF | 300 | 300 | 300 | 300 | 3,475,850 CHF | 3,496,970 CHF | 99.93% | 99.93% |
15/11/2024 | 0.68% | 11,590.00 CHF | 11,660.00 CHF | 300 | 300 | 300 | 300 | 3,488,160 CHF | 3,511,850 CHF | 99.38% | 99.38% |
14/11/2024 | 0.68% | 11,740.00 CHF | 11,820.00 CHF | 300 | 300 | 300 | 300 | 3,500,380 CHF | 3,524,360 CHF | 100.00% | 100.00% |
13/11/2024 | 0.68% | 11,640.00 CHF | 11,720.00 CHF | 300 | 300 | 300 | 300 | 3,490,290 CHF | 3,514,130 CHF | 99.89% | 99.89% |
12/11/2024 | 0.68% | 11,650.00 CHF | 11,730.00 CHF | 300 | 300 | 300 | 300 | 3,520,780 CHF | 3,544,780 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 11,830.00 CHF | 11,910.00 CHF | 300 | 300 | 300 | 300 | 3,552,760 CHF | 3,576,760 CHF | 100.00% | 100.00% |
08/11/2024 | 0.68% | 11,750.00 CHF | 11,830.00 CHF | 300 | 300 | 300 | 300 | 3,530,030 CHF | 3,554,030 CHF | 100.00% | 100.00% |
07/11/2024 | 0.67% | 11,850.00 CHF | 11,930.00 CHF | 300 | 300 | 300 | 300 | 3,557,630 CHF | 3,581,630 CHF | 99.24% | 99.24% |