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% | 1,040.00 CHF | 1,045.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,432,000 CHF | 3,448,500 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,431,570 CHF | 3,448,070 CHF | 99.86% | 99.86% |
18/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,432,000 CHF | 3,448,500 CHF | 99.93% | 99.93% |
15/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,444,540 CHF | 3,461,040 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,447,180 CHF | 3,463,680 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,445,530 CHF | 3,462,030 CHF | 99.89% | 99.89% |
12/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,448,500 CHF | 3,465,000 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,465,000 CHF | 3,481,500 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 1,045.00 CHF | 1,050.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,451,470 CHF | 3,467,970 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 1,050.00 CHF | 1,055.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,466,020 CHF | 3,482,520 CHF | 100.00% | 100.00% |